MCB Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 7.16 | |
| 0.1349 | 17.63 | |
| 0.9910 | 612.84 | |
| -0.0246 | -2.37 |
Estimation Period:
Jul 31, 2008 to Nov 7, 2014
Jul 31, 2008 to Nov 7, 2014
News Impact Curve
Volatility Forecasts
Other MCB Group Ltd Analyses
Other EGARCH Analyses on International Equities