Concordia Maritime AB Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3791 | 6.04 | |
| 0.1228 | 8.96 | |
| 0.7830 | 31.06 | |
| -0.0503 | -1.75 | |
| 0.1252 | 3.05 | |
| -0.1696 | -6.01 | |
| 0.1590 | 6.29 | |
| -0.0705 | -2.37 | |
| -0.0021 | -0.05 | |
| 0.0347 | 0.78 | |
| -0.0089 | -0.10 |
Estimation Period:
Jan 1, 1990 to Feb 2, 2024
Jan 1, 1990 to Feb 2, 2024
News Impact Curve
Volatility Forecasts
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