Alcatel-Lucent SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 10.91 | |
| 0.0745 | 19.17 | |
| 0.9135 | 356.15 | |
| 0.0239 | 2.71 |
Estimation Period:
Jan 1, 1990 to Oct 28, 2016
Jan 1, 1990 to Oct 28, 2016
News Impact Curve
Volatility Forecasts
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