MTS Systems Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 17.21 | |
| 0.1007 | 28.78 | |
| 0.8993 | 232.51 | |
| 0.3279 | 13.07 | |
| 0.9517 | 32.05 |
Estimation Period:
Jan 2, 1990 to Apr 1, 2021
Jan 2, 1990 to Apr 1, 2021
News Impact Curve
Volatility Forecasts
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