Suez Cement Co SAE GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5487 | 18.46 | |
| 0.1668 | 16.60 | |
| 0.7433 | 90.57 | |
| 0.0063 | 0.38 |
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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