SMI Holdings Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 6.69 | |
| 0.1568 | 12.08 | |
| 0.9900 | 651.29 | |
| -0.0653 | -7.52 |
Estimation Period:
Oct 23, 1992 to Aug 31, 2018
Oct 23, 1992 to Aug 31, 2018
News Impact Curve
Volatility Forecasts
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