Marel Hf Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7605 | 5.89 | |
| 0.1545 | 6.61 | |
| 0.6211 | 10.29 | |
| 0.0270 | 0.38 | |
| 0.1319 | 1.13 | |
| -0.2966 | -2.91 | |
| 0.2498 | 2.76 | |
| -0.1920 | -2.14 | |
| 0.1129 | 1.37 | |
| 0.0586 | 0.79 | |
| -0.3686 | -2.91 |
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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