April SAS/France MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1378 | 16.07 | |
| 0.6074 | 24.02 | |
| -0.0072 | -0.69 | |
| 0.0000 | 0.00 | |
| 0.1480 | 2.57 | |
| 0.8520 | 14.84 |
Estimation Period:
Oct 28, 1997 to Jul 8, 2020
Oct 28, 1997 to Jul 8, 2020
News Impact Curve
Volatility Forecasts
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