Network Capital Group Holding A/S Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3282 | 1.88 | |
| 0.2143 | 4.75 | |
| 0.5201 | 4.87 | |
| 1.9851 | 1.13 | |
| -4.9744 | -1.91 | |
| 4.9360 | 2.86 | |
| -3.5744 | -2.59 | |
| 3.3154 | 2.08 | |
| -2.9830 | -1.60 | |
| 2.3733 | 1.99 | |
| -1.2237 | -0.92 |
Estimation Period:
Jan 11, 2007 to Oct 20, 2017
Jan 11, 2007 to Oct 20, 2017
News Impact Curve
Volatility Forecasts
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