Iliad SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3576 | 19.14 | |
| 0.0378 | 11.14 | |
| 0.8118 | 127.48 | |
| 0.1388 | 8.10 |
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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