AUDI AG MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2122 | 17.84 | |
| 0.4530 | 17.25 | |
| -0.0205 | -1.14 | |
| 0.4900 | 1.95 | |
| 0.9500 | 5.64 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Nov 16, 2020
Jan 2, 1990 to Nov 16, 2020
News Impact Curve
Volatility Forecasts
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