Euro Disney SCA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3186 | 7.15 | |
| 0.0871 | 19.29 | |
| 0.8877 | 263.96 |
Estimation Period:
Jan 1, 1990 to Jun 9, 2017
Jan 1, 1990 to Jun 9, 2017
News Impact Curve
Volatility Forecasts
Other Euro Disney SCA Analyses
Other GARCH Analyses on International Equities