SIIC de Paris SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1631 | 11.63 | |
| 0.1125 | 21.47 | |
| 0.8433 | 103.00 | |
| -0.2864 | -2.90 |
Estimation Period:
Jan 1, 1990 to Oct 2, 2014
Jan 1, 1990 to Oct 2, 2014
News Impact Curve
Volatility Forecasts
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