SMTC Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9074 | 6.28 | |
| 0.2287 | 6.16 | |
| 0.6307 | 14.70 | |
| 0.1255 | 1.13 | |
| -0.2953 | -1.79 | |
| 0.4721 | 4.41 | |
| -0.6390 | -5.70 | |
| 0.5139 | 3.44 | |
| -0.2582 | -1.46 | |
| 0.3435 | 2.01 | |
| -1.0176 | -5.73 |
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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