Veoneer, Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6443 | 3.56 | |
| 0.0971 | 1.86 | |
| 0.7267 | 3.86 | |
| -1.2752 | -0.24 | |
| -0.8015 | -0.11 | |
| 3.1448 | 0.79 | |
| 2.3696 | 0.49 | |
| -8.6894 | -1.63 | |
| 4.8987 | 0.77 | |
| 9.2510 | 0.93 | |
| -37.0215 | -2.18 | |
| 72.1728 | 3.11 |
Estimation Period:
Jun 13, 2018 to Mar 25, 2022
Jun 13, 2018 to Mar 25, 2022
News Impact Curve
Volatility Forecasts
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