Nortel Inversora SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1911 | 12.16 | |
| 0.0854 | 26.66 | |
| 0.8949 | 233.16 | |
| 0.4154 | 5.77 |
Estimation Period:
Jun 17, 1997 to Dec 15, 2017
Jun 17, 1997 to Dec 15, 2017
News Impact Curve
Volatility Forecasts
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