Euro Disney SCA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0657 | 21.78 | |
| 0.1239 | 11.51 | |
| 0.9803 | 859.92 | |
| -0.0148 | -1.81 |
Estimation Period:
Jan 1, 1990 to Jun 9, 2017
Jan 1, 1990 to Jun 9, 2017
News Impact Curve
Volatility Forecasts
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