Closing Price: | €26.66 | Return: | 0.17% | 1 Week Pred: | 45.01% |
Average Week Vol: | 50.07% | Average Month Vol: | 55.71% | 1 Month Pred: | 44.10% |
Min Vol: | 20.32% | Max Vol: | 196.88% | 6 Month Pred: | 43.20% |
Average Vol: | 46.52% | Vol of Vol: | 52.43% | 1 Year Pred: | 42.88% |
param | t-stat | |
---|---|---|
56 | ||
0.0283 | 13.96 | |
0.8643 | 156.18 | |
0.0960 | 24.43 | |
0.0402 | 6.61 | |
0.0381 | 5.52 | |
0.9557 | 126.42 |
Other MF2-GARCH Analyses on International Equities