April SAS/France EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 18.06 | |
| 0.1503 | 26.61 | |
| 0.9919 | 1,227.64 | |
| -0.0033 | -0.77 |
Estimation Period:
Oct 28, 1997 to Jul 3, 2020
Oct 28, 1997 to Jul 3, 2020
News Impact Curve
Volatility Forecasts
Other April SAS/France Analyses
Other EGARCH Analyses on International Equities