Intertrust Nv EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 5.48 | |
| 0.2637 | 23.66 | |
| 0.9744 | 226.04 | |
| -0.0976 | -5.66 |
Estimation Period:
Oct 15, 2015 to Dec 23, 2022
Oct 15, 2015 to Dec 23, 2022
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities