Topdanmark A/S GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1492 | 29.59 | |
| 0.1249 | 16.42 | |
| 0.8018 | 203.98 | |
| 0.0632 | 4.39 |
Estimation Period:
Jan 1, 1990 to Oct 18, 2024
Jan 1, 1990 to Oct 18, 2024
News Impact Curve
Volatility Forecasts
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