Alpiq Holding AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7299 | 4.52 | |
| 0.2106 | 9.50 | |
| 0.7003 | 21.91 | |
| -0.2482 | -2.92 | |
| 0.2996 | 2.54 | |
| 0.0441 | 0.56 | |
| -0.2374 | -2.76 | |
| 0.2390 | 2.70 | |
| -0.2263 | -2.56 | |
| 0.2962 | 2.56 | |
| -0.2692 | -1.89 | |
| -0.0163 | -0.09 |
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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