AUDI AG EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 10.19 | |
| 0.1213 | 9.41 | |
| 0.9817 | 613.20 | |
| 0.0199 | 2.97 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Jan 2, 1990 to Nov 13, 2020
News Impact Curve
Volatility Forecasts
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