Sunrise Communications Group AG GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2744 | 6.98 | |
| 0.0297 | 5.60 | |
| 0.8042 | 39.80 | |
| 0.0968 | 5.56 |
Estimation Period:
Feb 6, 2015 to Apr 1, 2021
Feb 6, 2015 to Apr 1, 2021
News Impact Curve
Volatility Forecasts
Other Sunrise Communications Group AG Analyses
Other GJR-GARCH Analyses on International Equities