Aufeminin SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5191 | 6.30 | |
| 0.2301 | 6.36 | |
| 0.4846 | 7.94 | |
| -0.2934 | -2.16 | |
| 0.3085 | 1.40 | |
| 0.0889 | 0.39 | |
| 0.0454 | 0.17 | |
| -0.4856 | -2.56 | |
| 0.5641 | 3.49 | |
| -0.3687 | -1.77 | |
| 0.4067 | 1.31 | |
| -1.1155 | -2.73 |
Estimation Period:
Jul 19, 2000 to Oct 26, 2018
Jul 19, 2000 to Oct 26, 2018
News Impact Curve
Volatility Forecasts
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