Swedish Match Ab AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2036 | 19.36 | |
| 0.0899 | 35.97 | |
| 0.8572 | 239.32 | |
| 0.4486 | 6.88 |
Estimation Period:
Jan 5, 2000 to Dec 30, 2022
Jan 5, 2000 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
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