CFAO SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0146 | -2.80 | |
| 0.0737 | 15.22 | |
| 0.9254 | 183.39 | |
| 0.6122 | 9.43 |
Estimation Period:
Dec 2, 2009 to Nov 18, 2016
Dec 2, 2009 to Nov 18, 2016
News Impact Curve
Volatility Forecasts
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