Dfm Foods Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9756 | 6.35 | |
| 0.2170 | 5.16 | |
| 0.5415 | 10.28 | |
| 0.2061 | 0.51 | |
| -0.7091 | -1.11 | |
| 1.0786 | 2.35 | |
| -0.9457 | -2.03 | |
| 0.3138 | 0.64 | |
| 0.2000 | 0.32 | |
| 0.0906 | 0.12 | |
| -0.7810 | -0.99 | |
| 1.5534 | 1.99 | |
| -6.2098 | -6.28 |
Estimation Period:
Nov 1, 2010 to Apr 28, 2023
Nov 1, 2010 to Apr 28, 2023
News Impact Curve
Volatility Forecasts
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