Koninklijke Dsm Nv Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6472 | 2.76 | |
| 0.0485 | 5.75 | |
| 0.8981 | 49.06 | |
| -0.1398 | -2.27 | |
| 0.2113 | 2.30 | |
| -0.1062 | -1.22 | |
| -0.0175 | -0.25 | |
| 0.1784 | 3.72 | |
| -0.2440 | -4.40 | |
| 0.1812 | 3.23 | |
| -0.1099 | -1.84 | |
| 0.0954 | 1.42 | |
| -0.0454 | -0.66 |
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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