Petrobras Argentina SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1488 | 17.60 | |
| 0.1117 | 34.95 | |
| 0.8730 | 261.52 | |
| 0.3446 | 7.15 |
Estimation Period:
Jan 26, 2000 to May 18, 2018
Jan 26, 2000 to May 18, 2018
News Impact Curve
Volatility Forecasts
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