Fonciere de Paris SIIC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1875 | 16.30 | |
| 0.1529 | 22.24 | |
| 0.7727 | 75.16 |
Estimation Period:
Jan 1, 1990 to Jan 13, 2017
Jan 1, 1990 to Jan 13, 2017
News Impact Curve
Volatility Forecasts
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