IGE + XAO EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 19.12 | |
| 0.2159 | 17.60 | |
| 0.9896 | 1,030.79 | |
| 0.0024 | 0.17 |
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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