Sparebanken Sor As AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3214 | 20.26 | |
| 0.1388 | 26.70 | |
| 0.7409 | 113.98 | |
| 0.2588 | 2.62 |
Estimation Period:
Feb 1, 2001 to May 2, 2025
Feb 1, 2001 to May 2, 2025
News Impact Curve
Volatility Forecasts
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