KB Capital Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2510 | 3.95 | |
| 0.0990 | 7.57 | |
| 0.8467 | 39.72 | |
| -0.0953 | -1.33 | |
| 0.0743 | 0.72 | |
| 0.1084 | 1.73 | |
| -0.1951 | -3.34 | |
| 0.1999 | 2.77 | |
| -0.1186 | -1.22 |
Estimation Period:
Nov 19, 1996 to Jun 30, 2017
Nov 19, 1996 to Jun 30, 2017
News Impact Curve
Volatility Forecasts
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