Capio AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0994 | 4.34 | |
| 0.0580 | 5.71 | |
| 0.9424 | 102.39 | |
| -0.0580 | -5.37 |
Estimation Period:
Jun 30, 2015 to Nov 23, 2018
Jun 30, 2015 to Nov 23, 2018
News Impact Curve
Volatility Forecasts
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