Eurosic EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 20.85 | |
| 0.1545 | 23.04 | |
| 0.9831 | 1,104.57 | |
| 0.0209 | 2.66 |
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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