MTS Systems Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2271 | 5.50 | |
| 0.1184 | 5.52 | |
| 0.8590 | 37.40 | |
| 0.0201 | 1.33 | |
| -0.0298 | -1.16 | |
| -0.0062 | -0.27 | |
| 0.0457 | 1.78 | |
| -0.0923 | -2.09 |
Estimation Period:
Jan 2, 1990 to Apr 1, 2021
Jan 2, 1990 to Apr 1, 2021
News Impact Curve
Volatility Forecasts
Other MTS Systems Corp Analyses
Other Spline-GARCH Analyses on Equities