Saft Groupe SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4593 | 15.75 | |
| 0.0699 | 9.15 | |
| 0.8021 | 109.16 | |
| 0.0893 | 4.45 |
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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