IGE + XAO AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 15.58 | |
| 0.1842 | 15.33 | |
| 0.8443 | 191.72 | |
| 0.0939 | 1.51 |
Estimation Period:
Mar 7, 1997 to Nov 19, 2021
Mar 7, 1997 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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