SMS Management & Technology Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1267 | 12.02 | |
| 0.0940 | 22.62 | |
| 0.9060 | 258.99 |
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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