Iraq Stock Exchange Index Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7193 | 2.17 | |
| 0.7125 | 26.80 | |
| 0.2775 | 14.56 | |
| 23.0387 | 1.13 | |
| -37.1728 | -1.14 | |
| 32.2903 | 1.33 | |
| -27.5868 | -1.46 | |
| 9.7744 | 0.51 | |
| 31.7715 | 1.16 | |
| -168.7711 | -4.93 | |
| 233.5569 | 11.45 |
Estimation Period:
Sep 2, 2009 to Aug 2, 2019
Sep 2, 2009 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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