Egetaepper A/S GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 3.50 | |
| 0.0238 | 9.70 | |
| 0.9600 | 325.32 | |
| 0.0322 | 5.21 |
Estimation Period:
Jan 10, 1990 to Mar 8, 2019
Jan 10, 1990 to Mar 8, 2019
News Impact Curve
Volatility Forecasts
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