Pargesa Holding SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 7.00 | |
| 0.0757 | 35.40 | |
| 0.9095 | 352.92 | |
| 0.4808 | 11.93 |
Estimation Period:
Jan 3, 1990 to Nov 20, 2020
Jan 3, 1990 to Nov 20, 2020
News Impact Curve
Volatility Forecasts
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