Alcatel Lucent SAS AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0983 | 9.54 | |
| 0.0815 | 22.75 | |
| 0.9127 | 270.99 | |
| 0.4950 | 7.75 |
Estimation Period:
May 19, 1992 to Feb 24, 2016
May 19, 1992 to Feb 24, 2016
News Impact Curve
Volatility Forecasts
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