Pargesa Holding SA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0624 | 21.55 | |
| 0.8667 | 188.83 | |
| 0.0693 | 17.91 | |
| 0.0102 | 7.56 | |
| 0.0136 | 5.49 | |
| 0.9827 | 326.81 |
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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