Suez Cement Co SAE Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0925 | 3.21 | |
| 0.1912 | 9.19 | |
| 0.6973 | 20.36 | |
| 0.0747 | 1.32 | |
| -0.1044 | -1.30 | |
| 0.0277 | 0.65 | |
| 0.0292 | 0.86 | |
| -0.1026 | -2.15 |
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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