Instituto Hermes AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3506 | 10.98 | |
| 0.0765 | 12.69 | |
| 0.8663 | 109.65 | |
| 0.3229 | 2.71 |
Estimation Period:
Feb 14, 2017 to Apr 28, 2023
Feb 14, 2017 to Apr 28, 2023
News Impact Curve
Volatility Forecasts
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