Expedit A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9200 | 1.38 | |
| 0.2489 | 5.41 | |
| 0.6786 | 11.52 | |
| 1.6316 | 0.67 | |
| 0.2773 | 0.09 | |
| -5.4029 | -3.60 | |
| 5.3224 | 3.66 | |
| -3.0749 | -2.30 | |
| 2.1311 | 1.94 |
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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