Instituto Hermes Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7808 | 6.44 | |
| 0.0740 | 3.04 | |
| 0.8712 | 30.34 | |
| -0.0331 | -1.48 |
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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