Ngenic AB MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.4125 | 8.83 | |
| 0.2619 | 2.13 | |
| -0.3025 | -5.23 | |
| 10.0000 | 0.24 | |
| 0.5552 | 0.38 | |
| 0.4448 | 0.25 |
Estimation Period:
Jun 11, 2021 to Apr 30, 2025
Jun 11, 2021 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities