Nordnet AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1535 | 11.11 | |
| 0.0879 | 11.15 | |
| 0.8798 | 162.38 | |
| 0.0439 | 3.58 |
Estimation Period:
Dec 16, 1999 to Feb 17, 2017
Dec 16, 1999 to Feb 17, 2017
News Impact Curve
Volatility Forecasts
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