Cegid Group SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3601 | 18.82 | |
| 0.1072 | 19.23 | |
| 0.7788 | 106.99 | |
| 0.1057 | 6.94 |
Estimation Period:
Jan 1, 1990 to Jul 14, 2017
Jan 1, 1990 to Jul 14, 2017
News Impact Curve
Volatility Forecasts
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