Nordjyske Bank A/S AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 5.34 | |
| 0.1830 | 17.18 | |
| 0.8761 | 211.67 | |
| 0.0485 | 1.50 |
Estimation Period:
Jan 1, 1990 to Jun 8, 2018
Jan 1, 1990 to Jun 8, 2018
News Impact Curve
Volatility Forecasts
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