Naturex EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 12.45 | |
| 0.2153 | 39.68 | |
| 0.9744 | 416.06 | |
| -0.0522 | -12.76 |
Estimation Period:
Nov 4, 1996 to Sep 7, 2018
Nov 4, 1996 to Sep 7, 2018
News Impact Curve
Volatility Forecasts
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