SIIC de Paris SA APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1672 | 9.09 | |
| 0.1190 | 20.26 | |
| 0.8434 | 95.14 | |
| -0.1040 | -4.96 | |
| 1.7197 | 24.94 |
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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