SMS Management & Technology Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 11.40 | |
| 0.1198 | 26.00 | |
| 0.9974 | 2,006.94 | |
| -0.0035 | -0.67 |
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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