Nortel Inversora SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5677 | 4.93 | |
| 0.1009 | 6.68 | |
| 0.8228 | 30.18 | |
| 0.0570 | 0.44 | |
| -0.1021 | -0.54 | |
| -0.1889 | -1.49 | |
| 0.6450 | 5.19 | |
| -0.8016 | -7.24 | |
| 0.6464 | 6.02 | |
| -0.3773 | -3.88 | |
| 0.1605 | 2.16 |
Estimation Period:
Jun 17, 1997 to Dec 15, 2017
Jun 17, 1997 to Dec 15, 2017
News Impact Curve
Volatility Forecasts
Other Nortel Inversora SA Analyses
Other Zero Slope Spline-GARCH Analyses on Depositary Receipts