Arcam AB EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 7.30 | |
| 0.1432 | 20.14 | |
| 0.9897 | 670.55 | |
| -0.0291 | -4.16 |
Estimation Period:
Sep 3, 1999 to Jan 26, 2018
Sep 3, 1999 to Jan 26, 2018
News Impact Curve
Volatility Forecasts
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