Hemfosa Fastigheter AB Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7134 | 4.63 | |
| 0.1379 | 2.85 | |
| 0.5086 | 3.59 | |
| -0.7001 | -2.16 | |
| 0.5985 | 1.27 | |
| 0.6128 | 1.75 | |
| -1.0021 | -1.99 |
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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