SEMAFO Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3592 | 12.05 | |
| 0.1108 | 69.57 | |
| 0.8758 | 603.56 | |
| 1.2151 | 14.11 |
Estimation Period:
Jan 3, 1992 to Jul 3, 2020
Jan 3, 1992 to Jul 3, 2020
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities