Vet' Affaires EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 1.77 | |
| 0.0353 | 6.29 | |
| 0.9970 | 482.36 | |
| -0.0365 | -5.79 |
Estimation Period:
Jul 10, 2000 to Jun 17, 2016
Jul 10, 2000 to Jun 17, 2016
News Impact Curve
Volatility Forecasts
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