Radisson Hospitality AB Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1585 | 5.07 | |
| 0.1598 | 4.31 | |
| 0.5296 | 5.63 | |
| 1.5435 | 3.57 | |
| -2.8417 | -4.49 | |
| 1.9860 | 4.89 | |
| -0.8882 | -2.60 | |
| 0.0433 | 0.13 | |
| 0.5084 | 1.27 | |
| -0.4933 | -1.03 | |
| -0.1924 | -0.37 | |
| 1.1093 | 1.81 | |
| -1.5847 | -1.08 |
Estimation Period:
Nov 28, 2006 to Mar 22, 2019
Nov 28, 2006 to Mar 22, 2019
News Impact Curve
Volatility Forecasts
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