Immigon Portfolioabbau AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3958 | 2.81 | |
| 0.3785 | 3.93 | |
| 0.6212 | 6.43 | |
| -0.9226 | -2.96 | |
| 2.1666 | 4.29 | |
| -2.5396 | -5.16 | |
| 2.5297 | 5.66 | |
| -1.8013 | -3.94 | |
| 1.1994 | 1.71 | |
| -1.2788 | -2.08 |
Estimation Period:
Jan 3, 1990 to Nov 27, 2015
Jan 3, 1990 to Nov 27, 2015
News Impact Curve
Volatility Forecasts
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