Nexans Maroc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8679 | 38,679,290.00 | |
| 0.1854 | 1,854,230.00 | |
| 0.8146 | 8,145,770.00 | |
| 0.8423 | 8,423,180.00 | |
| -1.3102 | -13,101,690.00 | |
| 1.3791 | 13,790,810.00 | |
| -2.2574 | -22,574,060.00 | |
| 2.0686 | 20,685,940.00 |
Estimation Period:
Nov 20, 2000 to Dec 23, 2022
Nov 20, 2000 to Dec 23, 2022
News Impact Curve
Volatility Forecasts
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