Vodafone Egypt Telecommunications SAE Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5827 | 2.33 | |
| 0.2963 | 4.80 | |
| 0.1884 | 2.23 | |
| 16.6834 | 3.84 | |
| -25.1136 | -3.56 | |
| 10.3444 | 1.60 | |
| 1.1465 | 0.22 | |
| -6.9231 | -1.62 | |
| 10.4349 | 3.21 | |
| -10.1581 | -3.10 | |
| -2.3534 | -0.48 | |
| 13.8084 | 2.15 | |
| -15.8933 | -1.64 |
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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