Ostjydsk Bank A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9031 | 2.36 | |
| 0.2403 | 4.50 | |
| 0.6878 | 16.07 | |
| 0.1300 | 2.44 | |
| -0.0505 | -0.60 | |
| -0.0103 | -0.11 | |
| -0.1678 | -1.42 | |
| 0.1066 | 1.10 |
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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