Havas SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 12.04 | |
| 0.1253 | 40.16 | |
| 0.9879 | 1,429.68 | |
| -0.0429 | -12.09 |
Estimation Period:
Jan 1, 1990 to Dec 8, 2017
Jan 1, 1990 to Dec 8, 2017
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities