IGE + XAO GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0694 | 16.86 | |
| 0.1238 | 8.81 | |
| 0.8762 | 112.23 |
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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