Alcatel-Lucent SA GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9822 | 6.19 | |
| 0.0555 | 75.89 | |
| 0.9990 | 3,672.79 | |
| 4.9145 | 47.20 |
Estimation Period:
Jan 1, 1990 to Oct 28, 2016
Jan 1, 1990 to Oct 28, 2016
Other Alcatel-Lucent SA Analyses
Other GAS-GARCH Student T Analyses on International Equities