Koninklijke DSM NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0795 | 18.14 | |
| 0.0187 | 10.41 | |
| 0.9129 | 403.23 | |
| 0.0753 | 15.78 |
Estimation Period:
Jan 1, 1990 to May 26, 2023
Jan 1, 1990 to May 26, 2023
News Impact Curve
Volatility Forecasts
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