Petrobras Argentina SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7966 | 2.96 | |
| 0.1110 | 7.26 | |
| 0.8603 | 48.19 | |
| -0.3739 | -2.13 | |
| 0.5598 | 2.34 | |
| -0.2475 | -1.93 | |
| 0.0590 | 0.42 | |
| 0.1103 | 0.71 | |
| -0.3953 | -2.54 | |
| 0.8381 | 4.22 |
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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