Alpiq Holding AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1060 | 18.80 | |
| 0.1014 | 18.89 | |
| 0.8522 | 222.10 | |
| 0.0581 | 4.99 |
Estimation Period:
Jan 3, 1990 to Dec 13, 2019
Jan 3, 1990 to Dec 13, 2019
News Impact Curve
Volatility Forecasts
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