Edmond de Rothschild Suisse SA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3648 | 15.33 | |
| 0.2256 | 32.80 | |
| 0.7002 | 87.08 |
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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