TDC A/S GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0896 | 11.25 | |
| 0.0619 | 15.51 | |
| 0.9073 | 231.50 | |
| 0.0093 | 1.50 |
Estimation Period:
Apr 29, 1994 to Jun 4, 2018
Apr 29, 1994 to Jun 4, 2018
News Impact Curve
Volatility Forecasts
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