Stockmann OYJ Abp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1236 | 5.44 | |
| 0.0904 | 8.24 | |
| 0.8460 | 40.42 | |
| 0.0961 | 1.38 | |
| -0.1347 | -1.16 | |
| 0.1240 | 1.40 | |
| -0.2776 | -3.37 | |
| 0.3708 | 3.63 | |
| -0.2328 | -2.45 | |
| 0.0242 | 0.37 | |
| 0.0586 | 0.86 | |
| 0.0066 | 0.06 | |
| -0.0529 | -0.33 |
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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