Ostjydsk Bank A/S GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0310 | 7.23 | |
| 0.1879 | 8.30 | |
| 0.7574 | 43.31 |
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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