Somfy SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6813 | 30.65 | |
| 0.1909 | 33.24 | |
| 0.6018 | 59.77 | |
| 0.0450 | 0.84 |
Estimation Period:
Jan 1, 1990 to Jan 20, 2023
Jan 1, 1990 to Jan 20, 2023
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities