Affine SA APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 11.31 | |
| 0.0722 | 14.86 | |
| 0.9224 | 171.81 | |
| 0.1476 | 6.39 | |
| 1.2733 | 22.82 |
Estimation Period:
Jan 1, 1990 to Dec 14, 2018
Jan 1, 1990 to Dec 14, 2018
News Impact Curve
Volatility Forecasts
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