Saft Groupe SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0768 | 8.89 | |
| 0.1255 | 20.26 | |
| 0.9577 | 234.50 | |
| -0.0493 | -7.01 |
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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