Nordjyske Bank A/S GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 15.50 | |
| 0.0884 | 12.82 | |
| 0.8763 | 138.88 | |
| 0.0705 | 2.07 |
Estimation Period:
Jan 1, 1990 to Jun 8, 2018
Jan 1, 1990 to Jun 8, 2018
News Impact Curve
Volatility Forecasts
Other Nordjyske Bank A/S Analyses
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