Euler Hermes Group EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 4.51 | |
| 0.0438 | 8.39 | |
| 0.9922 | 708.74 | |
| -0.0342 | -8.50 |
Estimation Period:
Apr 27, 2000 to Apr 20, 2018
Apr 27, 2000 to Apr 20, 2018
News Impact Curve
Volatility Forecasts
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