Sparebanken Sor GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 2.57 | |
| 0.0783 | 3.74 | |
| 0.9061 | 54.13 | |
| 0.0034 | 0.10 |
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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