SEMAFO Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2386 | 15.15 | |
| 0.0679 | 37.27 | |
| 0.9252 | 459.18 |
Estimation Period:
Jan 3, 1992 to Jul 3, 2020
Jan 3, 1992 to Jul 3, 2020
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities