Nordjyske Bank A/S Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3109 | 2.36 | |
| 0.1164 | 5.89 | |
| 0.8808 | 42.89 | |
| -0.5695 | -2.85 | |
| 1.0571 | 3.37 | |
| -0.6422 | -2.10 | |
| 0.1463 | 0.43 | |
| 0.0621 | 0.23 | |
| -0.3997 | -1.64 | |
| 1.3668 | 2.22 |
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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