Schneider Electric IT Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8480 | 9.29 | |
| 0.0670 | 3.33 | |
| 0.6800 | 6.88 | |
| -0.2634 | -2.15 | |
| 0.3668 | 1.98 | |
| -0.0335 | -0.24 | |
| -0.2673 | -1.64 | |
| 0.5093 | 2.78 | |
| -0.7294 | -3.50 | |
| 0.6687 | 2.96 | |
| -0.3652 | -1.40 | |
| 0.1941 | 0.79 |
Estimation Period:
Jan 1, 1990 to Feb 14, 2007
Jan 1, 1990 to Feb 14, 2007
News Impact Curve
Volatility Forecasts
Other Schneider Electric IT Corp Analyses
Other Zero Slope Spline-GARCH Analyses on Equities