Instituto Hermes EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1047 | 8.13 | |
| 0.1439 | 11.98 | |
| 0.9463 | 166.46 | |
| -0.0507 | -4.85 |
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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