Samwhan Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6619 | 4.58 | |
| 0.1238 | 6.07 | |
| 0.7995 | 22.93 | |
| 0.0237 | 0.20 | |
| -0.0525 | -0.32 | |
| 0.1578 | 1.75 | |
| -0.2934 | -3.03 | |
| 0.0663 | 0.54 | |
| 0.2956 | 2.21 | |
| -0.2373 | -1.96 | |
| -0.0506 | -0.35 | |
| 0.3638 | 1.38 | |
| -0.5146 | -0.68 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2015
Jan 3, 1990 to Apr 10, 2015
News Impact Curve
Volatility Forecasts
Other Samwhan Corp Analyses
Other Spline-GARCH Analyses on International Equities