Mosaic Brands Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.9777 | 3.67 | |
| 0.4264 | 184.65 | |
| 0.5726 | 236.02 | |
| -0.0591 | -0.29 | |
| 0.1012 | 0.36 | |
| 0.0688 | 0.35 | |
| -0.2304 | -1.31 | |
| -0.0081 | -0.05 | |
| 0.7542 | 2.66 | |
| -7.0392 | -15.79 | |
| 12.3072 | 35.00 |
Estimation Period:
May 11, 2000 to May 30, 2025
May 11, 2000 to May 30, 2025
News Impact Curve
Volatility Forecasts
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