Lafarge SA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 14.34 | |
| 0.0644 | 37.26 | |
| 0.9232 | 412.87 |
Estimation Period:
Jan 1, 1990 to Oct 16, 2015
Jan 1, 1990 to Oct 16, 2015
News Impact Curve
Volatility Forecasts
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