ITS Group SAS EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0920 | 18.39 | |
| 0.2292 | 24.95 | |
| 0.9742 | 568.73 | |
| -0.0471 | -8.28 |
Estimation Period:
Sep 29, 1999 to Jan 10, 2020
Sep 29, 1999 to Jan 10, 2020
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities