CS Group SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 7.46 | |
| 0.0760 | 19.89 | |
| 0.9962 | 1,551.66 | |
| -0.0237 | -10.14 |
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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