Holcim Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 2.04 | |
| 0.0926 | 14.67 | |
| 0.9851 | 297.27 | |
| -0.0900 | -13.13 |
Estimation Period:
Jul 8, 2015 to Dec 30, 2022
Jul 8, 2015 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
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