Nortel Inversora SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 11.41 | |
| 0.1626 | 26.09 | |
| 0.9821 | 547.43 | |
| -0.0238 | -4.55 |
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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