Syndicate Bank Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4885 | 3.39 | |
| 0.1281 | 5.90 | |
| 0.7517 | 18.98 | |
| 0.5945 | 2.54 | |
| -0.7885 | -2.44 | |
| 0.2504 | 1.45 | |
| -0.1402 | -0.92 | |
| 0.1147 | 0.92 | |
| 0.0666 | 0.56 | |
| -0.2588 | -2.10 | |
| 0.3187 | 2.44 | |
| -0.2330 | -1.03 |
Estimation Period:
Jan 10, 2000 to Mar 13, 2020
Jan 10, 2000 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
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