HQ AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1059 | 5.31 | |
| 0.1765 | 7.72 | |
| 0.7652 | 26.98 | |
| 0.0774 | 2.29 | |
| 0.0021 | 0.04 | |
| -0.1893 | -3.41 | |
| 0.1426 | 3.18 |
Estimation Period:
Jul 3, 2000 to Dec 8, 2017
Jul 3, 2000 to Dec 8, 2017
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities