Sul America SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1162 | 10.72 | |
| 0.1933 | 18.00 | |
| 0.9332 | 190.92 | |
| -0.0586 | -5.33 |
Estimation Period:
Oct 5, 2007 to Dec 23, 2022
Oct 5, 2007 to Dec 23, 2022
News Impact Curve
Volatility Forecasts
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