National Cement Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1867 | 5.54 | |
| 0.2164 | 9.82 | |
| 0.6090 | 16.02 | |
| -0.1061 | -1.23 | |
| 0.1831 | 1.53 | |
| -0.0767 | -1.11 | |
| 0.0429 | 0.62 | |
| -0.1658 | -2.06 | |
| 0.2534 | 3.03 | |
| -0.1903 | -3.33 |
Estimation Period:
Sep 30, 1996 to Feb 1, 2018
Sep 30, 1996 to Feb 1, 2018
News Impact Curve
Volatility Forecasts
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