Peugeot SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 12.83 | |
| 0.0655 | 40.96 | |
| 0.9248 | 544.95 | |
| 0.4559 | 12.15 |
Estimation Period:
Jan 1, 1990 to Jan 15, 2021
Jan 1, 1990 to Jan 15, 2021
News Impact Curve
Volatility Forecasts
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