Woori Bank EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 4.53 | |
| 0.0558 | 7.21 | |
| 0.9705 | 155.35 | |
| 0.0053 | 0.70 |
Estimation Period:
Nov 19, 2014 to Jan 4, 2019
Nov 19, 2014 to Jan 4, 2019
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities