Recipharm AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2080 | 6.77 | |
| 0.0107 | 3.53 | |
| 0.9236 | 131.15 | |
| 0.0581 | 5.46 |
Estimation Period:
Apr 3, 2014 to Mar 5, 2021
Apr 3, 2014 to Mar 5, 2021
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities