CFAO SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 8.84 | |
| 0.3047 | 16.37 | |
| 0.9601 | 189.63 | |
| -0.0767 | -6.08 |
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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