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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	47.7649	0.71
α ARCH Response to squared shocks	0.0790	6.37***
β GARCH Volatility persistence	0.9784	38.70***
ν DF Student-t tail thickness	2.8243	3.92***

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Samhallsbygg I Nor GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Samhallsbygg I Nor Analyses