Edmond de Rothschild Suisse SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2367 | 12.91 | |
| 0.3928 | 44.95 | |
| 0.8343 | 58.70 | |
| 0.0055 | 0.47 |
Estimation Period:
Jan 4, 1990 to Jul 26, 2019
Jan 4, 1990 to Jul 26, 2019
News Impact Curve
Volatility Forecasts
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