MTS Systems Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1456 | 16.63 | |
| 0.1026 | 26.37 | |
| 0.8845 | 204.08 |
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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