Sparebanken Sor EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 8.68 | |
| 0.1319 | 10.62 | |
| 0.9968 | 169.69 | |
| 0.0124 | 0.89 |
Estimation Period:
Feb 24, 2023 to May 2, 2025
Feb 24, 2023 to May 2, 2025
News Impact Curve
Volatility Forecasts
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