Schneider Electric IT Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0227 | 15.18 | |
| 0.0660 | 11.92 | |
| 0.8226 | 109.72 | |
| 0.0789 | 5.55 |
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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