Metalurgica Peruana SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 3.62 | |
| 0.0000 | 0.00 | |
| 0.9034 | 346.65 | |
| 0.1933 | 11.43 |
Estimation Period:
Mar 3, 1992 to Aug 11, 2023
Mar 3, 1992 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
Other Metalurgica Peruana SA Analyses
Other GJR-GARCH Analyses on International Equities