Industrial & Financial Systems GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 12.89 | |
| 0.0858 | 32.53 | |
| 0.9142 | 396.28 |
Estimation Period:
Jun 30, 1997 to Oct 7, 2016
Jun 30, 1997 to Oct 7, 2016
News Impact Curve
Volatility Forecasts
Other Industrial & Financial Systems Analyses
Other GARCH Analyses on International Equities