Techniche Ltd. MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2890 | 20.20 | |
| 0.5108 | 31.11 | |
| -0.0205 | -1.03 | |
| 0.0266 | 1.12 | |
| 0.0180 | 3.36 | |
| 0.9820 | 154.11 |
Estimation Period:
Jan 24, 1990 to Jan 22, 2021
Jan 24, 1990 to Jan 22, 2021
News Impact Curve
Volatility Forecasts
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