Byucksan Engineering & Construction Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3940 | 5.94 | |
| 0.1595 | 8.83 | |
| 0.7297 | 22.82 | |
| -0.0568 | -0.56 | |
| -0.0006 | -0.00 | |
| 0.2923 | 2.90 | |
| -0.4804 | -4.04 | |
| 0.2228 | 1.61 | |
| 0.0984 | 0.69 | |
| -0.0607 | -0.45 | |
| -0.0544 | -0.37 | |
| 0.0800 | 0.38 | |
| 0.7203 | 1.36 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2014
Jan 3, 1990 to Apr 24, 2014
News Impact Curve
Volatility Forecasts
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