Keangnam Enterprises Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3365 | 2.70 | |
| 0.1430 | 11.73 | |
| 0.8542 | 66.47 | |
| -0.1261 | -0.48 | |
| 0.1809 | 0.49 | |
| 0.0016 | 0.01 | |
| 0.0071 | 0.02 | |
| -0.4134 | -0.95 | |
| 0.5808 | 1.86 | |
| -0.1584 | -0.70 | |
| -0.4212 | -1.37 | |
| -0.1739 | -0.14 | |
| 4.0781 | 0.87 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2015
Jan 3, 1990 to Apr 10, 2015
News Impact Curve
Volatility Forecasts
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