Immigon Portfolioabbau AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4100 | 2.85 | |
| 0.3675 | 3.98 | |
| 0.6322 | 6.83 | |
| -0.9315 | -2.98 | |
| 2.1859 | 4.34 | |
| -2.5517 | -5.23 | |
| 2.5153 | 5.55 | |
| -1.7406 | -3.38 | |
| 1.0026 | 1.16 | |
| -0.6327 | -0.52 |
Estimation Period:
Jan 3, 1990 to Nov 27, 2015
Jan 3, 1990 to Nov 27, 2015
News Impact Curve
Volatility Forecasts
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