Ordina Nv Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2328 | 3.48 | |
| 0.1532 | 7.71 | |
| 0.7654 | 26.65 | |
| 0.0373 | 0.44 | |
| 0.0489 | 0.41 | |
| -0.1171 | -1.60 | |
| -0.1095 | -1.62 | |
| 0.3537 | 5.94 | |
| -0.3813 | -6.09 | |
| 0.2975 | 4.16 | |
| -0.2883 | -2.91 | |
| 0.3474 | 2.86 | |
| -0.5502 | -3.42 |
Estimation Period:
Jan 1, 1990 to Nov 3, 2023
Jan 1, 1990 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities