CNP Assurances GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 15.53 | |
| 0.0883 | 11.65 | |
| 0.8676 | 174.28 | |
| 0.0586 | 6.93 |
Estimation Period:
Oct 5, 1998 to Jun 3, 2022
Oct 5, 1998 to Jun 3, 2022
News Impact Curve
Volatility Forecasts
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