Lafarge SA Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 18.71 | |
| 0.1307 | 40.70 | |
| 0.8381 | 350.07 | |
| 0.0577 | 9.99 |
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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