On Track Innovations Ltd MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1397 | 9.50 | |
| 0.5710 | 21.86 | |
| 0.0400 | 2.72 | |
| 0.9595 | 1.02 | |
| 0.2501 | 1.18 | |
| 0.7293 | 3.10 |
Estimation Period:
Nov 12, 2002 to Apr 22, 2022
Nov 12, 2002 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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