Sport1 Medien AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0601 | 8.10 | |
| 0.0465 | 13.89 | |
| 0.9330 | 481.94 | |
| 0.0409 | 5.04 |
Estimation Period:
Oct 12, 1998 to Sep 20, 2019
Oct 12, 1998 to Sep 20, 2019
News Impact Curve
Volatility Forecasts
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