MTS Systems Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 17.77 | |
| 0.1870 | 32.95 | |
| 0.9751 | 638.60 | |
| -0.0503 | -11.90 |
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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