Societe Fonciere Lyonnaise SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3054 | 7.47 | |
| 0.1334 | 8.43 | |
| 0.7107 | 21.53 | |
| -0.0239 | -0.64 | |
| -0.0133 | -0.23 | |
| 0.0766 | 1.72 | |
| -0.0458 | -0.98 | |
| 0.0342 | 0.63 | |
| -0.0970 | -1.72 | |
| 0.1162 | 2.43 | |
| -0.0116 | -0.23 | |
| -0.0852 | -1.29 | |
| 0.0631 | 1.23 |
Estimation Period:
Jan 1, 1990 to Sep 26, 2025
Jan 1, 1990 to Sep 26, 2025
News Impact Curve
Volatility Forecasts
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