ANF Immobilier Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3409 | 2.12 | |
| 0.2125 | 5.99 | |
| 0.7554 | 26.97 | |
| -0.4634 | -1.53 | |
| 0.6599 | 1.48 | |
| -0.4855 | -1.94 | |
| 0.4287 | 1.92 | |
| -0.1946 | -0.80 | |
| 0.1512 | 0.75 | |
| -0.1784 | -0.89 | |
| 0.0509 | 0.28 | |
| 0.1017 | 0.89 |
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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