Gerry Weber International AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9205 | 2.62 | |
| 0.1550 | 7.63 | |
| 0.7696 | 25.78 | |
| -0.0212 | -0.09 | |
| 0.0187 | 0.05 | |
| -0.0047 | -0.03 | |
| 0.0873 | 0.63 | |
| -0.2437 | -1.66 | |
| 0.4371 | 1.83 | |
| -0.5640 | -1.94 | |
| 0.7166 | 3.43 | |
| -0.9980 | -4.60 | |
| 1.7190 | 5.28 |
Estimation Period:
Mar 5, 1999 to Jan 19, 2024
Mar 5, 1999 to Jan 19, 2024
News Impact Curve
Volatility Forecasts
Other Gerry Weber International AG Analyses
Other Spline-GARCH Analyses on International Equities