CFAO SA APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0542 | 9.97 | |
| 0.1390 | 16.36 | |
| 0.8610 | 102.65 | |
| 0.2322 | 5.45 | |
| 0.7624 | 11.19 |
Estimation Period:
Dec 2, 2009 to Nov 18, 2016
Dec 2, 2009 to Nov 18, 2016
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities