Peugeot SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 14.18 | |
| 0.1261 | 43.14 | |
| 0.9874 | 1,363.77 | |
| -0.0365 | -11.95 |
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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