Edmond de Rothschild Suisse SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7154 | 4.22 | |
| 0.2207 | 8.57 | |
| 0.6571 | 19.11 | |
| 0.1284 | 1.21 | |
| -0.2357 | -1.55 | |
| 0.0271 | 0.24 | |
| 0.2395 | 2.18 | |
| -0.3215 | -2.91 | |
| 0.3115 | 2.67 | |
| -0.2304 | -1.52 | |
| 0.0973 | 0.65 |
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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