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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8641	0.12
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9211	0.77
γ leverage Additional response to negative shocks	0.0000	0.00

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SMG Swiss Marketplace Group AG Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SMG Swiss Marketplace Group AG Analyses