Gunnebo AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2362 | 21.29 | |
| 0.0830 | 17.16 | |
| 0.8320 | 181.58 | |
| 0.0810 | 6.54 |
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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