Tivoly MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| -0.0000 | -0.00 | |
| 1.2464 | 229.75 | |
| 0.0000 | 100.00 | |
| 0.6765 | 396.10 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities