Melker Schorling AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 10.23 | |
| 0.0656 | 13.94 | |
| 0.8988 | 223.08 | |
| 0.0623 | 6.71 |
Estimation Period:
Sep 5, 2006 to Jan 19, 2018
Sep 5, 2006 to Jan 19, 2018
News Impact Curve
Volatility Forecasts
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