Actelion Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 8.21 | |
| 0.1416 | 23.04 | |
| 0.9835 | 551.92 | |
| -0.0447 | -5.95 |
Estimation Period:
Apr 5, 2000 to Nov 3, 2017
Apr 5, 2000 to Nov 3, 2017
News Impact Curve
Volatility Forecasts
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