Mumias Sugar Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0230 | 100,230,300.00 | |
| 0.3183 | 3,182,890.00 | |
| 0.6090 | 6,089,520.00 | |
| -11.7605 | -117,604,500.00 | |
| -11.6748 | -116,748,300.00 | |
| 50.5662 | 505,661,900.00 | |
| -24.2592 | -242,591,600.00 | |
| 9.7192 | 97,191,640.00 | |
| -7.8303 | -78,303,240.00 | |
| 2.6099 | 26,098,870.00 | |
| -41.7218 | -417,217,500.00 | |
| -11.7109 | -117,109,400.00 | |
| 107.7411 | 1,077,411,000.00 |
Estimation Period:
Nov 20, 2001 to Jul 28, 2023
Nov 20, 2001 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
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