Empresas ICA SAB de CV Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0102 | 3.24 | |
| 0.0982 | 7.56 | |
| 0.8929 | 67.76 | |
| 0.0883 | 0.55 | |
| -0.0190 | -0.07 | |
| -0.1748 | -0.66 | |
| 0.0314 | 0.13 | |
| 0.1520 | 0.87 | |
| -0.0313 | -0.15 | |
| -0.5600 | -1.97 | |
| 1.7633 | 3.30 | |
| -2.8936 | -4.42 |
Estimation Period:
Apr 9, 1992 to Aug 2, 2019
Apr 9, 1992 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
Other Empresas ICA SAB de CV Analyses
Other Spline-GARCH Analyses on International Equities