Hufvudstaden AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1018 | 8.93 | |
| 0.4690 | 3.64 | |
| 0.7155 | 38.04 | |
| -0.3690 | -2.16 |
Estimation Period:
Jul 21, 1998 to Jan 17, 2020
Jul 21, 1998 to Jan 17, 2020
News Impact Curve
Volatility Forecasts
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