AXA Credit APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2463 | 6.37 | |
| 0.0897 | 10.01 | |
| 0.8906 | 73.85 | |
| 0.3340 | 5.78 | |
| 1.2394 | 9.11 |
Estimation Period:
Jul 1, 1993 to Sep 15, 2017
Jul 1, 1993 to Sep 15, 2017
News Impact Curve
Volatility Forecasts
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