Schneider Electric IT Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0032 | 1.36 | |
| 0.6470 | 30.02 | |
| 0.1615 | 16.02 | |
| 0.1491 | 0.19 | |
| 0.0356 | 0.48 | |
| 0.9520 | 7.42 |
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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