SMS Management & Technology Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1708 | 12.47 | |
| 0.1263 | 24.07 | |
| 0.8746 | 202.78 | |
| 0.4276 | 4.78 |
Estimation Period:
Oct 17, 1994 to Sep 1, 2017
Oct 17, 1994 to Sep 1, 2017
News Impact Curve
Volatility Forecasts
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