Pierrel EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2077 | 11.01 | |
| 0.2954 | 16.20 | |
| 0.9114 | 108.33 | |
| -0.0413 | -3.18 |
Estimation Period:
May 25, 2006 to Jan 19, 2024
May 25, 2006 to Jan 19, 2024
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities