Pargesa Holding SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 9.23 | |
| 0.1345 | 29.79 | |
| 0.9841 | 756.40 | |
| -0.0453 | -13.05 |
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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