DGC One AB EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1469 | 8.81 | |
| 0.2711 | 12.67 | |
| 0.9161 | 100.86 | |
| 0.0445 | 1.95 |
Estimation Period:
Jun 16, 2008 to Aug 4, 2017
Jun 16, 2008 to Aug 4, 2017
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities