Fonciere de Paris SIIC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1920 | 15.87 | |
| 0.1825 | 12.74 | |
| 0.7686 | 73.82 | |
| -0.0558 | -3.00 |
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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