PMD Device Solutions AB Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:1,028.11% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5315 | 2.91 | |
| 0.1808 | 2.43 | |
| 0.6233 | 6.42 | |
| -5.0886 | -0.54 | |
| 9.5921 | 0.65 | |
| -6.3218 | -0.64 | |
| -0.8788 | -0.09 | |
| 16.2581 | 1.95 | |
| -30.6929 | -3.55 | |
| 25.2027 | 2.33 | |
| -14.5423 | -1.56 | |
| 31.9401 | 5.38 |
Estimation Period:
Dec 11, 2020 to Jan 10, 2025
Dec 11, 2020 to Jan 10, 2025
News Impact Curve
Volatility Forecasts
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