Ngenic AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1836 | 1.59 | |
| 0.4559 | 8.02 | |
| 0.5430 | 9.54 | |
| 20.0501 | 1.08 | |
| -22.8265 | -0.86 | |
| 0.1579 | 0.01 | |
| 3.4395 | 0.21 | |
| -1.3385 | -0.07 | |
| -0.2750 | -0.02 | |
| 13.2226 | 1.39 | |
| -33.0489 | -2.69 | |
| 45.2605 | 4.46 | |
| -39.7218 | -7.46 |
Estimation Period:
Jun 11, 2021 to Apr 30, 2025
Jun 11, 2021 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
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