Alcatel Lucent SAS MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0779 | 16.56 | |
| 0.8218 | 104.19 | |
| 0.0571 | 9.56 | |
| 0.0446 | 3.41 | |
| 0.0400 | 4.02 | |
| 0.9567 | 84.44 |
Estimation Period:
May 19, 1992 to Feb 24, 2016
May 19, 1992 to Feb 24, 2016
News Impact Curve
Volatility Forecasts
Other Alcatel Lucent SAS Analyses
Other MF2-GARCH Analyses on Depositary Receipts