Lafarge SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 9.27 | |
| 0.0592 | 40.38 | |
| 0.9281 | 483.39 | |
| 0.5942 | 17.98 |
Estimation Period:
Jan 1, 1990 to Oct 16, 2015
Jan 1, 1990 to Oct 16, 2015
News Impact Curve
Volatility Forecasts
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