Eurosic AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 3.29 | |
| 0.0760 | 25.15 | |
| 0.9322 | 446.45 | |
| -0.2622 | -3.34 |
Estimation Period:
Jan 1, 1990 to Oct 13, 2017
Jan 1, 1990 to Oct 13, 2017
News Impact Curve
Volatility Forecasts
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