Petrobras Argentina SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 17.64 | |
| 0.2166 | 34.90 | |
| 0.9728 | 628.81 | |
| -0.0350 | -7.21 |
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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