Marel Hf Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7846 | 5.77 | |
| 0.1451 | 6.39 | |
| 0.6574 | 11.70 | |
| 0.0323 | 0.45 | |
| 0.1232 | 1.04 | |
| -0.2913 | -2.82 | |
| 0.2500 | 2.70 | |
| -0.2063 | -2.26 | |
| 0.1605 | 1.96 | |
| -0.0641 | -1.09 | |
| -0.0335 | -0.90 |
Estimation Period:
Feb 1, 2001 to Jan 3, 2025
Feb 1, 2001 to Jan 3, 2025
News Impact Curve
Volatility Forecasts
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