Expedit A/S GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3695 | 9.67 | |
| 0.1809 | 21.18 | |
| 0.8191 | 107.13 |
Estimation Period:
Jan 18, 1990 to Mar 17, 2017
Jan 18, 1990 to Mar 17, 2017
News Impact Curve
Volatility Forecasts
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