Monberg & Thorsen A/S EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 20.83 | |
| 0.1252 | 27.35 | |
| 0.9818 | 838.45 | |
| -0.0106 | -2.08 |
Estimation Period:
Jan 4, 1990 to Apr 5, 2019
Jan 4, 1990 to Apr 5, 2019
News Impact Curve
Volatility Forecasts
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