Aktiv Kapital ASA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0537 | 4.33 | |
| 0.1421 | 5.63 | |
| 0.7385 | 16.38 | |
| -1.4132 | -4.35 | |
| 2.1573 | 4.22 | |
| -1.0459 | -3.00 | |
| 0.5169 | 1.72 | |
| -0.1074 | -0.36 | |
| -0.3504 | -1.07 | |
| 0.7670 | 1.68 | |
| -2.4780 | -2.36 |
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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