Allenex AB EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1716 | 14.11 | |
| 0.3701 | 27.99 | |
| 0.9388 | 213.71 | |
| -0.0529 | -4.21 |
Estimation Period:
Dec 12, 2006 to Jun 3, 2016
Dec 12, 2006 to Jun 3, 2016
News Impact Curve
Volatility Forecasts
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