Nordjyske Bank A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6601 | 2.27 | |
| 0.1334 | 5.60 | |
| 0.8638 | 35.72 | |
| -0.5518 | -2.78 | |
| 1.0399 | 3.33 | |
| -0.6730 | -2.14 | |
| 0.2537 | 0.72 | |
| -0.2175 | -0.69 | |
| 0.3138 | 0.82 | |
| -0.2463 | -0.68 |
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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