Dexia SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 6.29 | |
| 0.2510 | 28.49 | |
| 0.9978 | 649.58 | |
| -0.0952 | -8.33 |
Estimation Period:
Nov 19, 1996 to Nov 29, 2019
Nov 19, 1996 to Nov 29, 2019
News Impact Curve
Volatility Forecasts
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