Allenex AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2961 | 11.08 | |
| 0.1292 | 10.28 | |
| 0.8329 | 106.37 | |
| 0.0758 | 2.85 |
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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