Koninklijke Dsm Nv Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6813 | 2.82 | |
| 0.0479 | 5.77 | |
| 0.9002 | 51.22 | |
| -0.1177 | -1.91 | |
| 0.1796 | 1.93 | |
| -0.0949 | -1.07 | |
| -0.0144 | -0.20 | |
| 0.1661 | 3.50 | |
| -0.2287 | -4.13 | |
| 0.1689 | 2.99 | |
| -0.1050 | -1.78 | |
| 0.1029 | 1.64 | |
| -0.0833 | -2.00 |
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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