BUWOG AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0663 | 1.69 | |
| 0.1323 | 2.30 | |
| 0.7823 | 11.22 | |
| -5.3586 | -0.52 | |
| 7.9667 | 0.64 | |
| -4.2054 | -0.68 | |
| 4.3429 | 0.61 | |
| -5.9763 | -0.65 | |
| 1.2387 | 0.14 | |
| 11.8791 | 1.21 | |
| -29.4900 | -3.19 | |
| 37.2758 | 6.99 | |
| -22.3942 | -2.78 |
Estimation Period:
Apr 28, 2014 to Nov 16, 2018
Apr 28, 2014 to Nov 16, 2018
News Impact Curve
Volatility Forecasts
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