Instituto Hermes APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2864 | 5.82 | |
| 0.0521 | 10.66 | |
| 0.8943 | 124.61 | |
| 0.3401 | 6.87 | |
| 1.9333 | 14.17 |
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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