Holcim Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3672 | 7.21 | |
| 0.0799 | 3.44 | |
| 0.8768 | 26.81 | |
| 0.0459 | 2.21 |
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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