Metalurgica Peruana SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3699 | 18.23 | |
| 0.5734 | 52.24 | |
| 0.9526 | 324.55 | |
| 0.2221 | 16.06 |
Estimation Period:
Mar 3, 1992 to Aug 11, 2023
Mar 3, 1992 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
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