Mexico Volatility Index APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 8.25 | |
| 0.0732 | 18.93 | |
| 0.9268 | 262.91 | |
| -0.1805 | -3.78 | |
| 1.9201 | 23.00 |
Estimation Period:
Mar 26, 2004 to Jul 12, 2019
Mar 26, 2004 to Jul 12, 2019
News Impact Curve
Volatility Forecasts
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