Pargesa Holding SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9412 | 5.76 | |
| 0.0878 | 8.53 | |
| 0.8849 | 66.75 | |
| 0.0442 | 2.59 | |
| -0.0667 | -2.46 | |
| 0.0462 | 2.16 | |
| -0.0546 | -2.71 | |
| 0.0889 | 2.84 |
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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