Schneider Electric IT Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 2.54 | |
| 0.0738 | 9.61 | |
| 0.9916 | 305.86 | |
| -0.0232 | -3.98 |
Estimation Period:
Jan 1, 1990 to Feb 14, 2007
Jan 1, 1990 to Feb 14, 2007
News Impact Curve
Volatility Forecasts
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