Profuturo AFP APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0615 | 5.38 | |
| 0.1442 | 10.53 | |
| 0.8558 | 67.65 | |
| -0.3783 | -2.07 | |
| 0.5000 | 5.73 |
Estimation Period:
Dec 16, 1996 to Jan 26, 2024
Dec 16, 1996 to Jan 26, 2024
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities