Keangnam Enterprises Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4372 | 3.19 | |
| 0.1382 | 9.11 | |
| 0.8596 | 54.96 | |
| -0.0808 | -0.46 | |
| 0.1354 | 0.51 | |
| 0.0413 | 0.19 | |
| -0.3781 | -1.75 | |
| 0.5129 | 3.18 | |
| -1.6758 | -1.79 | |
| 4.3382 | 1.63 | |
| -4.4063 | -1.66 |
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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