ANF Immobilier Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4796 | 2.73 | |
| 0.1700 | 5.84 | |
| 0.8060 | 32.89 | |
| -0.0809 | -5.05 | |
| 0.1029 | 4.25 | |
| -0.0521 | -2.05 |
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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