Ostjydsk Bank A/S EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4728 | 5.60 | |
| 0.3111 | 16.17 | |
| 0.8256 | 23.22 | |
| -0.0657 | -2.00 |
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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