Aktiv Kapital ASA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 5.74 | |
| 0.0467 | 8.47 | |
| 0.9523 | 205.07 | |
| -0.0038 | -0.24 |
Estimation Period:
Nov 19, 1997 to Jul 4, 2012
Nov 19, 1997 to Jul 4, 2012
News Impact Curve
Volatility Forecasts
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