CS Group SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0830 | 11.39 | |
| 0.0647 | 34.37 | |
| 0.9263 | 414.81 | |
| 0.6403 | 6.12 |
Estimation Period:
Jan 1, 1990 to May 26, 2023
Jan 1, 1990 to May 26, 2023
News Impact Curve
Volatility Forecasts
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