Software AG MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0870 | 17.53 | |
| 0.8481 | 156.54 | |
| 0.0999 | 12.28 | |
| 10.0000 | 1.02 | |
| 0.0000 | 0.00 | |
| 0.3778 | 0.56 |
Estimation Period:
Apr 27, 1999 to Aug 16, 2024
Apr 27, 1999 to Aug 16, 2024
News Impact Curve
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