Sparebanken Sor As GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0570 | 10.38 | |
| 0.0514 | 9.77 | |
| 0.9340 | 265.12 | |
| -0.0157 | -2.02 |
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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