V-Lab
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##### Sportamore AB Asymmetric ILLIQ Liquidity Analysis

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

SEK59.80

-0.33%

29648.10

27268.94

30685.67

29688.09

7360.06

774276.90

29950.59

117407.08

122421.87

###### 1 Year Pred:

30265.59

paramt-stat
$\omega$5.00000.13
$\alpha$0.058010.21
$\beta$0.9267317.79
$\gamma$0.03063.65
Estimation Period:
Oct 25, 2012 to Jun 28, 2019