Intertrust Nv AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0079 | -3.22 | |
| 0.3185 | 17.99 | |
| 0.8145 | 140.48 | |
| 0.2617 | 9.83 |
Estimation Period:
Oct 15, 2015 to Dec 23, 2022
Oct 15, 2015 to Dec 23, 2022
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities