Spar Nord Bank A/S Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5437 | 2.41 | |
| 0.1882 | 7.48 | |
| 0.7251 | 28.06 | |
| -0.1235 | -0.94 | |
| 0.1236 | 0.71 | |
| -0.0023 | -0.03 | |
| 0.0754 | 1.67 | |
| -0.1672 | -4.12 | |
| 0.1352 | 3.02 | |
| -0.0562 | -1.19 | |
| 0.0826 | 1.69 | |
| -0.3776 | -5.85 |
Estimation Period:
Oct 7, 1991 to Jul 18, 2025
Oct 7, 1991 to Jul 18, 2025
News Impact Curve
Volatility Forecasts
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