Affine SA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 11.37 | |
| 0.0516 | 15.49 | |
| 0.9345 | 211.37 |
Estimation Period:
Jan 1, 1990 to Dec 14, 2018
Jan 1, 1990 to Dec 14, 2018
News Impact Curve
Volatility Forecasts
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