AUDI AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9904 | 5.98 | |
| 0.1661 | 7.33 | |
| 0.7665 | 23.36 | |
| -0.1104 | -1.11 | |
| 0.1621 | 1.01 | |
| -0.1024 | -0.81 | |
| -0.0230 | -0.22 | |
| 0.2779 | 2.84 | |
| -0.3486 | -3.60 | |
| 0.1180 | 1.49 | |
| 0.1036 | 1.36 | |
| -0.1300 | -1.52 | |
| 0.4398 | 2.31 |
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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