Samsung C&T Corp/Old Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6453 | 7.08 | |
| 0.0837 | 8.20 | |
| 0.8556 | 46.51 | |
| 0.0388 | 1.32 | |
| -0.0378 | -0.89 | |
| -0.0739 | -2.57 | |
| 0.1270 | 4.15 | |
| -0.0782 | -2.46 | |
| 0.0383 | 1.47 |
Estimation Period:
Jan 3, 1990 to Aug 21, 2015
Jan 3, 1990 to Aug 21, 2015
News Impact Curve
Volatility Forecasts
Other Samsung C&T Corp/Old Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities