Dedalus France SACA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1518 | 15.82 | |
| 0.1744 | 16.44 | |
| 0.9503 | 281.83 | |
| 0.0001 | 0.01 |
Estimation Period:
Jan 1, 1990 to Jul 10, 2020
Jan 1, 1990 to Jul 10, 2020
News Impact Curve
Volatility Forecasts
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