Smartac International Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.54 | |
| 0.2428 | 10.14 | |
| 0.6048 | 23.77 | |
| 0.0612 | 1.50 |
Estimation Period:
Jan 2, 2007 to Mar 26, 2021
Jan 2, 2007 to Mar 26, 2021
News Impact Curve
Volatility Forecasts
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