Mapfre Peru Cia de Seguros y R Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 95.6081 | 956,081,300.00 | |
| 0.3971 | 3,971,150.00 | |
| 0.2013 | 2,013,120.00 | |
| 127.6318 | 1,276,318,000.00 | |
| -836.0555 | -8,360,555,000.00 | |
| 2,185.1300 | 21,851,300,000.00 | |
| -7,382.2480 | -73,822,480,000.00 |
Estimation Period:
Jun 24, 1991 to Aug 12, 2022
Jun 24, 1991 to Aug 12, 2022
News Impact Curve
Volatility Forecasts
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