Lab GPO SAS EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1053 | 26.77 | |
| 0.2289 | 33.60 | |
| 0.9681 | 570.14 | |
| -0.0068 | -1.02 |
Estimation Period:
Mar 29, 2000 to Dec 20, 2024
Mar 29, 2000 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities