Holcim Maroc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2373 | 17.39 | |
| 0.2303 | 47.69 | |
| 0.7228 | 198.63 | |
| -0.0341 | -1.10 |
Estimation Period:
Dec 21, 1993 to Aug 5, 2016
Dec 21, 1993 to Aug 5, 2016
News Impact Curve
Volatility Forecasts
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