Sportamore AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5252 | 14.82 | |
| 0.2157 | 7.82 | |
| 0.2264 | 7.06 | |
| -0.0782 | -1.70 |
Estimation Period:
Oct 25, 2012 to May 8, 2020
Oct 25, 2012 to May 8, 2020
News Impact Curve
Volatility Forecasts
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