Somers Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0311 | 2.68 | |
| 0.2544 | 3.14 | |
| 0.7320 | 10.77 | |
| -10.4806 | -0.37 | |
| -1.9875 | -0.06 | |
| 18.5734 | 0.39 | |
| 28.3459 | 0.26 | |
| -107.9762 | -0.87 | |
| 117.8077 | 1.72 | |
| -45.0256 | -2.30 |
Estimation Period:
Mar 28, 2019 to Jun 25, 2021
Mar 28, 2019 to Jun 25, 2021
News Impact Curve
Volatility Forecasts
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