Rizzo Group AB EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1138 | 14.89 | |
| 0.2268 | 24.63 | |
| 0.9711 | 419.32 | |
| -0.0260 | -2.76 |
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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