Instituto Hermes GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2717 | 12.99 | |
| 0.0679 | 11.46 | |
| 0.8892 | 132.39 |
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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