Electricite de France SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 3.44 | |
| 0.0832 | 20.15 | |
| 0.9177 | 484.27 | |
| -0.0018 | -0.25 |
Estimation Period:
Nov 18, 2005 to Jun 9, 2023
Nov 18, 2005 to Jun 9, 2023
News Impact Curve
Volatility Forecasts
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