Holcim Maroc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 16.56 | |
| 0.1177 | 11.78 | |
| 0.9811 | 715.11 | |
| -0.0222 | -3.18 |
Estimation Period:
Dec 21, 1993 to Aug 5, 2016
Dec 21, 1993 to Aug 5, 2016
News Impact Curve
Volatility Forecasts
Other Holcim Maroc Analyses
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