Gunnebo AB EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 19.83 | |
| 0.2273 | 41.22 | |
| 0.9505 | 369.99 | |
| -0.0438 | -6.48 |
Estimation Period:
Dec 20, 1993 to Nov 13, 2020
Dec 20, 1993 to Nov 13, 2020
News Impact Curve
Volatility Forecasts
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