Kyungnam Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6340 | 4.36 | |
| 0.1673 | 8.01 | |
| 0.7369 | 21.06 | |
| -0.1708 | -1.54 | |
| 0.1439 | 0.86 | |
| -0.0730 | -0.56 | |
| 0.2807 | 2.36 | |
| -0.2421 | -1.74 | |
| -0.0412 | -0.19 | |
| 0.4384 | 1.21 | |
| -0.5704 | -1.58 |
Estimation Period:
Aug 15, 1994 to May 13, 2016
Aug 15, 1994 to May 13, 2016
News Impact Curve
Volatility Forecasts
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