Woori Bank GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 4.96 | |
| 0.0272 | 3.50 | |
| 0.9454 | 112.17 | |
| -0.0143 | -1.28 |
Estimation Period:
Nov 19, 2014 to Jan 4, 2019
Nov 19, 2014 to Jan 4, 2019
News Impact Curve
Volatility Forecasts
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