AUDI AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0022 | 6.03 | |
| 0.1701 | 6.71 | |
| 0.7601 | 22.22 | |
| -0.0962 | -1.36 | |
| 0.1587 | 1.41 | |
| -0.1802 | -2.01 | |
| 0.2064 | 2.51 | |
| -0.0490 | -0.63 | |
| -0.1515 | -1.63 | |
| 0.1259 | 1.09 | |
| 0.1332 | 0.87 | |
| -0.2466 | -1.66 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Jan 2, 1990 to Nov 13, 2020
News Impact Curve
Volatility Forecasts
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