Ostjydsk Bank A/S AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7837 | 6.80 | |
| 0.1741 | 8.79 | |
| 0.7768 | 49.37 | |
| 0.9042 | 4.12 |
Estimation Period:
Jan 10, 1990 to Feb 16, 2018
Jan 10, 1990 to Feb 16, 2018
News Impact Curve
Volatility Forecasts
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