Singapore Telecommunications Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0245 | 9.24 | |
| 0.0664 | 6.12 | |
| 0.8970 | 52.62 | |
| -0.0068 | -1.53 |
Estimation Period:
Sep 10, 2001 to May 29, 2015
Sep 10, 2001 to May 29, 2015
News Impact Curve
Volatility Forecasts
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