AXA Credit GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5881 | 8.48 | |
| 0.0811 | 13.95 | |
| 0.8524 | 78.54 |
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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