Pargesa Holding SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6644 | 5.11 | |
| 0.0912 | 8.53 | |
| 0.8766 | 62.85 | |
| -0.0009 | -0.02 | |
| 0.0475 | 0.62 | |
| -0.1123 | -2.01 | |
| 0.1369 | 3.12 | |
| -0.1307 | -3.07 | |
| 0.0898 | 2.17 | |
| -0.0329 | -1.09 |
Estimation Period:
Jan 3, 1990 to Nov 20, 2020
Jan 3, 1990 to Nov 20, 2020
News Impact Curve
Volatility Forecasts
Other Pargesa Holding SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities