Somers Group Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0866 | 3.26 | |
| 0.1620 | 2.61 | |
| 0.6206 | 4.33 | |
| 35.1910 | 2.45 | |
| -70.4168 | -2.94 | |
| 80.6403 | 3.13 | |
| -79.9483 | -3.24 | |
| 56.1461 | 2.25 | |
| -86.6920 | -2.60 | |
| 131.2888 | 3.76 | |
| -101.0195 | -2.40 |
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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