Sunrise Communications Group AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6806 | 3.19 | |
| 0.1009 | 2.18 | |
| 0.2772 | 0.94 | |
| -2.4782 | -0.83 | |
| 2.2513 | 0.54 | |
| -1.0031 | -0.36 | |
| 3.2800 | 1.27 | |
| -2.9059 | -1.19 | |
| 1.7349 | 0.57 | |
| -3.2330 | -0.90 | |
| 6.8969 | 1.75 | |
| -11.9258 | -3.08 | |
| 17.9787 | 2.34 |
Estimation Period:
Feb 6, 2015 to Apr 1, 2021
Feb 6, 2015 to Apr 1, 2021
News Impact Curve
Volatility Forecasts
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