Itesoft Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 73.2967 | 1.33 | |
| 0.4194 | 8.40 | |
| 0.5801 | 11.79 | |
| -167.2236 | -0.80 | |
| 497.5177 | 1.42 | |
| -504.2378 | -2.10 | |
| 130.9011 | 1.12 | |
| 325.2870 | 2.74 | |
| -1,626.7820 | -10.13 | |
| 3,622.9970 | 28.61 | |
| -3,725.8610 | -35.61 | |
| 1,715.1010 | 15.95 | |
| -254.8591 | -4.16 |
Estimation Period:
Feb 4, 2022 to May 31, 2024
Feb 4, 2022 to May 31, 2024
News Impact Curve
Volatility Forecasts
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