Swedish Match Ab GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1213 | 18.45 | |
| 0.0485 | 14.18 | |
| 0.9050 | 285.05 | |
| 0.0363 | 5.16 |
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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