Vodafone Egypt Telecommunications SAE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5689 | 2.25 | |
| 0.3112 | 4.44 | |
| 0.1467 | 1.56 | |
| 16.0859 | 3.61 | |
| -24.2096 | -3.37 | |
| 9.8977 | 1.52 | |
| 1.3052 | 0.26 | |
| -6.9163 | -1.63 | |
| 10.4859 | 3.26 | |
| -10.5777 | -3.38 | |
| -1.1404 | -0.25 | |
| 10.7846 | 2.19 | |
| -7.4891 | -2.47 |
Estimation Period:
Dec 19, 2003 to Jun 30, 2021
Dec 19, 2003 to Jun 30, 2021
News Impact Curve
Volatility Forecasts
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