National Cement EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4417 | 24.44 | |
| 0.3376 | 35.85 | |
| 0.8025 | 98.49 | |
| 0.0314 | 3.62 |
Estimation Period:
Sep 30, 1996 to Feb 1, 2018
Sep 30, 1996 to Feb 1, 2018
News Impact Curve
Volatility Forecasts
Other National Cement Analyses
Other EGARCH Analyses on International Equities