SIIC de Paris SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1798 | 10.92 | |
| 0.1350 | 8.56 | |
| 0.8407 | 101.02 | |
| -0.0450 | -1.96 |
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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