Samwhan Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6546 | 4.51 | |
| 0.1268 | 6.71 | |
| 0.7947 | 24.91 | |
| 0.0019 | 0.02 | |
| -0.0138 | -0.08 | |
| 0.1264 | 1.40 | |
| -0.2679 | -2.76 | |
| 0.0489 | 0.40 | |
| 0.3065 | 2.29 | |
| -0.2489 | -2.04 | |
| -0.0279 | -0.19 | |
| 0.3189 | 1.96 | |
| -0.4259 | -3.80 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2015
Jan 3, 1990 to Apr 10, 2015
News Impact Curve
Volatility Forecasts
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