Sqli Sa EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 2.39 | |
| 0.0445 | 15.29 | |
| 0.9964 | 637.52 | |
| -0.0358 | -8.16 |
Estimation Period:
Nov 17, 2000 to Dec 6, 2024
Nov 17, 2000 to Dec 6, 2024
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities