Ostjydsk Bank A/S Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9594 | 2.71 | |
| 0.2563 | 4.55 | |
| 0.6918 | 17.43 | |
| -0.2888 | -1.54 | |
| 0.6622 | 1.79 | |
| -0.5005 | -1.67 | |
| 0.3344 | 1.64 | |
| -0.2714 | -1.27 | |
| 0.1142 | 0.38 | |
| -0.4582 | -1.12 | |
| 1.2853 | 1.80 |
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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