Ostjydsk Bank A/S GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0002 | 6.49 | |
| 0.1300 | 6.67 | |
| 0.7654 | 42.12 | |
| 0.0945 | 1.46 |
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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