Groupe Open EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 19.40 | |
| 0.2140 | 30.04 | |
| 0.9756 | 589.14 | |
| -0.0248 | -4.62 |
Estimation Period:
May 22, 1998 to Nov 19, 2021
May 22, 1998 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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