Massmart Holdings Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0506 | 14.36 | |
| 0.8360 | 135.67 | |
| 0.0494 | 10.59 | |
| 0.0061 | 1.43 | |
| 0.0160 | 2.35 | |
| 0.9832 | 132.40 |
Estimation Period:
Jul 4, 2000 to Nov 18, 2022
Jul 4, 2000 to Nov 18, 2022
News Impact Curve
Volatility Forecasts
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