Rizzo Group AB AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3720 | 13.48 | |
| 0.1504 | 25.64 | |
| 0.8553 | 178.34 | |
| 0.5145 | 4.65 |
Estimation Period:
Jul 1, 1997 to Apr 5, 2024
Jul 1, 1997 to Apr 5, 2024
News Impact Curve
Volatility Forecasts
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