Autoliv Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0025 | 5.73 | |
| 0.0677 | 6.13 | |
| 0.8798 | 42.93 | |
| 0.0206 | 0.41 | |
| -0.1087 | -1.44 | |
| 0.2393 | 4.41 | |
| -0.3123 | -6.67 | |
| 0.2812 | 5.03 | |
| -0.1534 | -2.04 | |
| 0.0035 | 0.03 |
Estimation Period:
May 2, 1997 to Nov 19, 2021
May 2, 1997 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts