Gerry Weber International AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0492 | 2.56 | |
| 0.0833 | 5.32 | |
| 0.8983 | 42.20 | |
| -0.0130 | -0.08 | |
| 0.0003 | 0.00 | |
| 0.0694 | 0.53 | |
| -0.1468 | -1.15 | |
| 0.2589 | 1.32 | |
| -0.3301 | -1.11 | |
| 0.3460 | 1.13 | |
| -0.3122 | -1.68 |
Estimation Period:
Mar 5, 1999 to Jan 19, 2024
Mar 5, 1999 to Jan 19, 2024
News Impact Curve
Volatility Forecasts
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