Aktiv Kapital ASA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0170 | 4.41 | |
| 0.1159 | 5.07 | |
| 0.7374 | 13.26 | |
| -1.3740 | -4.52 | |
| 2.0973 | 4.45 | |
| -1.0401 | -3.34 | |
| 0.5923 | 2.22 | |
| -0.3021 | -1.14 | |
| 0.1091 | 0.37 | |
| -0.2559 | -1.10 | |
| 0.1974 | 1.54 |
Estimation Period:
Nov 19, 1997 to Jul 4, 2012
Nov 19, 1997 to Jul 4, 2012
News Impact Curve
Volatility Forecasts
Other Aktiv Kapital ASA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities