Eurosic APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 16.47 | |
| 0.0822 | 20.25 | |
| 0.9178 | 300.32 | |
| -0.0025 | -0.09 | |
| 1.7505 | 27.75 |
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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