Alcatel Lucent SAS EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 12.26 | |
| 0.1549 | 21.65 | |
| 0.9853 | 849.36 | |
| -0.0248 | -5.27 |
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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