Compagnie Generale Immobiliere EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1978 | 21.30 | |
| 0.3880 | 26.01 | |
| 0.8719 | 144.98 | |
| -0.0097 | -0.70 |
Estimation Period:
Aug 16, 2007 to Jul 3, 2015
Aug 16, 2007 to Jul 3, 2015
News Impact Curve
Volatility Forecasts
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