V-Lab
Alcatel-Lucent SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 1st, 2016:1.74% (-0.07%)
Analysis last updated: Monday, March 1, 2021 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 8.69 | |
| 0.1817 | 31.11 | |
| 0.9905 | 885.95 | |
| -0.0207 | -5.81 |
Estimation Period:
Jan 1, 1990 to Oct 28, 2016
Jan 1, 1990 to Oct 28, 2016
News Impact Curve
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