Alvogen Korea Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6064 | 6.03 | |
| 0.1500 | 6.21 | |
| 0.7739 | 22.73 | |
| -0.0561 | -0.62 | |
| 0.1652 | 1.26 | |
| -0.2921 | -3.66 | |
| 0.2620 | 2.35 | |
| -0.1037 | -1.05 | |
| -0.0112 | -0.15 | |
| 0.2001 | 2.98 | |
| -0.3088 | -3.22 | |
| -0.1862 | -0.85 |
Estimation Period:
Jan 3, 1990 to Mar 15, 2019
Jan 3, 1990 to Mar 15, 2019
News Impact Curve
Volatility Forecasts
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