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Nordjyske Bank A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 8, 2018 at 04:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nordjyske Bank A/S S0GARCH
paramt-stat
ω2.66012.27
α0.13345.60
β0.863835.72
γ1-0.5518-2.78
γ21.03993.33
γ3-0.6730-2.14
γ40.25370.72
γ5-0.2175-0.69
γ60.31380.82
γ7-0.2463-0.68
Estimation Period:
Jan 1, 1990 to Jun 8, 2018
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