Euro Disney SCA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4085 | 6.97 | |
| 0.0677 | 14.38 | |
| 0.8575 | 120.84 | |
| 0.0936 | 8.65 |
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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