Saft Groupe SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2998 | 10.18 | |
| 0.0913 | 22.28 | |
| 0.8349 | 131.06 | |
| 1.0035 | 6.78 |
Estimation Period:
Jun 29, 2005 to Aug 5, 2016
Jun 29, 2005 to Aug 5, 2016
News Impact Curve
Volatility Forecasts
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