AXA Credit EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2180 | 6.38 | |
| 0.1524 | 16.17 | |
| 0.9258 | 83.18 | |
| -0.0458 | -4.05 |
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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