Ismt Ltd MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2289 | 19.49 | |
| 0.4164 | 15.05 | |
| -0.1538 | -9.24 | |
| 5.3734 | 0.47 | |
| 0.5335 | 0.48 | |
| 0.0223 | 0.01 |
Estimation Period:
Jul 4, 2006 to Oct 11, 2024
Jul 4, 2006 to Oct 11, 2024
News Impact Curve
Volatility Forecasts
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