Holcim Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0070 | -0.82 | |
| 0.0757 | 24.44 | |
| 0.8881 | 252.43 | |
| 1.1906 | 16.85 |
Estimation Period:
Jul 8, 2015 to Dec 30, 2022
Jul 8, 2015 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities