SSANGYONG C&E Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6586 | 4.71 | |
| 0.1310 | 9.57 | |
| 0.8165 | 38.37 | |
| 0.0064 | 0.13 | |
| 0.0606 | 0.84 | |
| -0.1802 | -3.70 | |
| 0.1465 | 2.90 | |
| -0.0353 | -0.72 | |
| 0.0230 | 0.50 | |
| -0.0506 | -1.07 | |
| 0.0514 | 0.95 | |
| -0.3484 | -4.09 |
Estimation Period:
Jan 3, 1990 to Jul 5, 2024
Jan 3, 1990 to Jul 5, 2024
News Impact Curve
Volatility Forecasts
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