Swedish Match Ab EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 18.18 | |
| 0.1264 | 25.67 | |
| 0.9648 | 459.21 | |
| -0.0271 | -5.22 |
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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