Itesoft SA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0446 | 12.53 | |
| 0.0640 | 28.92 | |
| 0.9360 | 458.84 |
Estimation Period:
Feb 9, 2001 to May 31, 2024
Feb 9, 2001 to May 31, 2024
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities