Swedish Match AB EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 10.84 | |
| 0.1384 | 32.72 | |
| 0.9790 | 668.70 | |
| -0.0421 | -9.24 |
Estimation Period:
May 16, 1996 to Dec 30, 2022
May 16, 1996 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
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