Totalbanken A/S EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1277 | 18.50 | |
| 0.2655 | 34.57 | |
| 0.9632 | 506.67 | |
| -0.0470 | -7.83 |
Estimation Period:
Jan 1, 1990 to Sep 1, 2023
Jan 1, 1990 to Sep 1, 2023
News Impact Curve
Volatility Forecasts
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