Andersen & Martini A/S GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6997 | 11.92 | |
| 0.1724 | 18.15 | |
| 0.6367 | 37.88 |
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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