Iliad SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 7.75 | |
| 0.1127 | 18.61 | |
| 0.9745 | 444.78 | |
| -0.0589 | -6.82 |
Estimation Period:
Jan 29, 2004 to Sep 24, 2021
Jan 29, 2004 to Sep 24, 2021
News Impact Curve
Volatility Forecasts
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