Gunnebo AB MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0700 | 18.32 | |
| 0.7974 | 105.48 | |
| 0.0893 | 13.48 | |
| 0.0126 | 2.52 | |
| 0.0120 | 3.92 | |
| 0.9854 | 252.92 |
Estimation Period:
Dec 20, 1993 to Dec 9, 2020
Dec 20, 1993 to Dec 9, 2020
News Impact Curve
Volatility Forecasts
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