Sabvest Ltd MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0890 | 8.31 | |
| 0.5231 | 23.07 | |
| 0.1599 | 7.60 | |
| 3.6701 | 1.61 | |
| 0.9100 | 6.23 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 22, 1997 to May 12, 2020
Jul 22, 1997 to May 12, 2020
News Impact Curve
Volatility Forecasts
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