SMTC Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 10.02 | |
| 0.0358 | 11.80 | |
| 0.9587 | 520.20 | |
| 0.0099 | 2.18 |
Estimation Period:
Jul 21, 2000 to Apr 1, 2021
Jul 21, 2000 to Apr 1, 2021
News Impact Curve
Volatility Forecasts
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