GAGFAH SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 14.04 | |
| 0.1250 | 17.71 | |
| 0.9866 | 1,056.37 | |
| -0.0194 | -3.19 |
Estimation Period:
Oct 18, 2006 to Jun 30, 2017
Oct 18, 2006 to Jun 30, 2017
News Impact Curve
Volatility Forecasts
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