Ibks No 17 Special Purpose MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1624 | 6.59 | |
| 0.8296 | 17.56 | |
| -0.1624 | -3.97 | |
| 5.9496 | 0.00 | |
| 0.1610 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 18, 2022 to Nov 3, 2023
Feb 18, 2022 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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