Centrale Danone EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 15.15 | |
| 0.0769 | 13.12 | |
| 0.9734 | 504.85 | |
| -0.0156 | -2.54 |
Estimation Period:
Jul 1, 1993 to Oct 29, 2021
Jul 1, 1993 to Oct 29, 2021
News Impact Curve
Volatility Forecasts
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