Nortel Inversora SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5707 | 4.95 | |
| 0.1012 | 6.69 | |
| 0.8222 | 30.12 | |
| 0.0605 | 0.47 | |
| -0.1056 | -0.56 | |
| -0.1916 | -1.52 | |
| 0.6526 | 5.25 | |
| -0.8136 | -7.33 | |
| 0.6649 | 6.00 | |
| -0.4119 | -3.32 | |
| 0.2445 | 1.22 |
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 Spline-GARCH Analyses on Depositary Receipts