Huntsworth Ltd MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2968 | 17.33 | |
| 0.3518 | 12.88 | |
| -0.0164 | -0.81 | |
| 1.0202 | 0.37 | |
| 0.1699 | 0.39 | |
| 0.7343 | 1.04 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2020
Jan 1, 1990 to Apr 30, 2020
News Impact Curve
Volatility Forecasts
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