Havas SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 12.41 | |
| 0.0261 | 17.18 | |
| 0.9485 | 680.42 | |
| 0.0507 | 16.55 |
Estimation Period:
Jan 1, 1990 to Dec 8, 2017
Jan 1, 1990 to Dec 8, 2017
News Impact Curve
Volatility Forecasts
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