Peugeot SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 17.64 | |
| 0.0427 | 19.96 | |
| 0.9260 | 569.52 | |
| 0.0442 | 10.13 |
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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