MTS Systems Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8962 | 5.42 | |
| 0.1017 | 5.51 | |
| 0.8758 | 36.51 | |
| -0.0061 | -2.49 | |
| 0.0081 | 2.60 |
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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