SIIC de Paris SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1548 | 18.46 | |
| 0.2315 | 21.63 | |
| 0.8993 | 114.68 | |
| 0.0288 | 2.28 |
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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