Schneider Electric IT Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8391 | 9.31 | |
| 0.0698 | 3.40 | |
| 0.6473 | 7.05 | |
| -0.2764 | -2.29 | |
| 0.3856 | 2.11 | |
| -0.0413 | -0.30 | |
| -0.2685 | -1.67 | |
| 0.5222 | 2.91 | |
| -0.7605 | -3.75 | |
| 0.7371 | 3.42 | |
| -0.5225 | -2.22 | |
| 0.6049 | 1.40 |
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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