Iraq Stock Exchange Index Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.9476 | 1.75 | |
| 0.9660 | 128.32 | |
| 0.0322 | 5.67 | |
| 25.5110 | 1.58 | |
| -41.8524 | -1.50 | |
| 38.3072 | 1.67 | |
| -42.1563 | -2.44 | |
| 45.0558 | 2.55 | |
| -45.6619 | -1.87 | |
| 30.6719 | 0.55 | |
| -729.0808 | -5.68 |
Estimation Period:
Sep 2, 2009 to Aug 2, 2019
Sep 2, 2009 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
Other Iraq Stock Exchange Index Analyses
Other Spline-GARCH Analyses on Equity Indices