Suez Cement Co SAE EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2582 | 17.53 | |
| 0.3000 | 30.39 | |
| 0.8606 | 105.00 | |
| 0.0014 | 0.17 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2021
Sep 30, 1996 to Feb 5, 2021
News Impact Curve
Volatility Forecasts
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