Swedish Match AB GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 8.73 | |
| 0.0111 | 8.29 | |
| 0.9608 | 522.18 | |
| 0.0477 | 13.88 |
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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