Lafarge SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 12.02 | |
| 0.1243 | 39.23 | |
| 0.9839 | 932.60 | |
| -0.0432 | -14.37 |
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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