ITS Group SAS AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1482 | 12.86 | |
| 0.1754 | 23.97 | |
| 0.8469 | 217.93 | |
| 0.0206 | 0.25 |
Estimation Period:
Sep 29, 1999 to Jan 10, 2020
Sep 29, 1999 to Jan 10, 2020
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities