CAC40 Volatility Index EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2508 | 15.41 | |
| 0.1871 | 16.13 | |
| 0.9341 | 217.84 | |
| 0.0617 | 6.68 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
News Impact Curve
Volatility Forecasts
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