ITS Group SAS GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1575 | 11.78 | |
| 0.1371 | 20.21 | |
| 0.8629 | 181.44 |
Estimation Period:
Sep 29, 1999 to Jan 10, 2020
Sep 29, 1999 to Jan 10, 2020
News Impact Curve
Volatility Forecasts
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