Stockmann OYJ Abp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1134 | 16.57 | |
| 0.0676 | 16.05 | |
| 0.9090 | 363.76 | |
| 0.0145 | 1.78 |
Estimation Period:
Jan 1, 1990 to Apr 9, 2021
Jan 1, 1990 to Apr 9, 2021
News Impact Curve
Volatility Forecasts
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