ICA Gruppen AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2080 | 13.78 | |
| 0.1094 | 12.65 | |
| 0.7979 | 92.59 | |
| 0.0612 | 2.92 |
Estimation Period:
Dec 8, 2005 to Jan 14, 2022
Dec 8, 2005 to Jan 14, 2022
News Impact Curve
Volatility Forecasts
Other ICA Gruppen AB Analyses
Other GJR-GARCH Analyses on International Equities