ANF Immobilier GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 9.72 | |
| 0.0471 | 13.23 | |
| 0.9225 | 237.64 | |
| 0.0607 | 7.19 |
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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