ANF Immobilier EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0869 | 16.45 | |
| 0.2388 | 22.75 | |
| 0.9778 | 556.52 | |
| -0.0263 | -2.82 |
Estimation Period:
Jan 1, 1990 to Jun 22, 2018
Jan 1, 1990 to Jun 22, 2018
News Impact Curve
Volatility Forecasts
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