Arcam AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2943 | 8.58 | |
| 0.0482 | 12.65 | |
| 0.9188 | 332.16 | |
| 0.0660 | 8.83 |
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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