Hemfosa Fastigheter AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7196 | 4.41 | |
| 0.1444 | 2.93 | |
| 0.5429 | 4.12 | |
| -0.7223 | -2.15 | |
| 0.6696 | 1.39 | |
| 0.4526 | 1.34 | |
| -0.6020 | -2.39 |
Estimation Period:
Mar 21, 2014 to Jan 31, 2020
Mar 21, 2014 to Jan 31, 2020
News Impact Curve
Volatility Forecasts
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