Andersen & Martini A/S EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6003 | 13.12 | |
| 0.3286 | 22.15 | |
| 0.7813 | 46.52 | |
| -0.0168 | -1.21 |
Estimation Period:
Jan 10, 1990 to Oct 9, 2020
Jan 10, 1990 to Oct 9, 2020
News Impact Curve
Volatility Forecasts
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