Fonciere Developpement Logements SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6671 | 2.42 | |
| 0.1877 | 6.36 | |
| 0.7242 | 19.62 | |
| -0.5395 | -1.50 | |
| 0.8517 | 1.71 | |
| -0.6363 | -2.36 | |
| 0.3738 | 1.25 | |
| -0.0268 | -0.09 | |
| -0.1282 | -0.58 | |
| 0.6154 | 2.27 | |
| -1.2242 | -3.29 | |
| 1.6352 | 2.07 |
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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