SMS Management & Technology Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1404 | 13.08 | |
| 0.0906 | 13.44 | |
| 0.8997 | 241.32 | |
| 0.0195 | 1.86 |
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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