Totalbanken A/S GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2284 | 11.65 | |
| 0.1405 | 16.96 | |
| 0.8364 | 150.62 | |
| 0.0462 | 3.64 |
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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