Peugeot SA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0518 | 18.52 | |
| 0.8594 | 156.17 | |
| 0.0584 | 13.27 | |
| 0.0201 | 4.64 | |
| 0.0320 | 4.80 | |
| 0.9641 | 127.76 |
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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