Profuturo AFP EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0504 | -42.18 | |
| -0.0576 | -26.81 | |
| 0.9993 | 62,455.75 | |
| 0.0968 | 18.59 |
Estimation Period:
Dec 16, 1996 to Jan 26, 2024
Dec 16, 1996 to Jan 26, 2024
News Impact Curve
Volatility Forecasts
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