Albioma SAS EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1087 | 19.39 | |
| 0.1927 | 29.81 | |
| 0.9375 | 246.45 | |
| -0.0240 | -4.14 |
Estimation Period:
Sep 25, 1990 to Oct 7, 2022
Sep 25, 1990 to Oct 7, 2022
News Impact Curve
Volatility Forecasts
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