Monberg & Thorsen A/S GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 14.47 | |
| 0.0474 | 13.74 | |
| 0.9469 | 395.35 | |
| -0.0022 | -0.45 |
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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