Expedit A/S GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3762 | 9.80 | |
| 0.1663 | 12.82 | |
| 0.8183 | 105.95 | |
| 0.0308 | 1.39 |
Estimation Period:
Jan 18, 1990 to Mar 17, 2017
Jan 18, 1990 to Mar 17, 2017
News Impact Curve
Volatility Forecasts
Other Expedit A/S Analyses
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