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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3984	2.68***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8549	0.05

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SMG Swiss Marketplace Group AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other SMG Swiss Marketplace Group AG Analyses