Fonciere Developpement Logements SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 10.21 | |
| 0.0674 | 11.90 | |
| 0.9156 | 232.74 | |
| 0.0341 | 4.58 |
Estimation Period:
Jan 2, 1990 to Dec 22, 2017
Jan 2, 1990 to Dec 22, 2017
News Impact Curve
Volatility Forecasts
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