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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.07
α ARCH Response to squared shocks	0.0124	0.89
β GARCH Volatility persistence	0.5486	1.36

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SMG Swiss Marketplace Group AG GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SMG Swiss Marketplace Group AG Analyses