Smartac International Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2668 | 5.04 | |
| 0.3857 | 5.32 | |
| 0.3283 | 4.10 | |
| 1.1694 | 2.76 | |
| -1.7618 | -2.42 | |
| 0.7340 | 1.23 | |
| -0.1724 | -0.32 | |
| 0.1176 | 0.20 | |
| -0.1701 | -0.31 | |
| -0.2325 | -0.45 | |
| 1.4505 | 2.48 | |
| -2.6666 | -3.64 | |
| 4.4615 | 5.64 |
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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