Samsung C&T Corp/Old Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6314 | 7.51 | |
| 0.0872 | 8.30 | |
| 0.8393 | 42.11 | |
| 0.0360 | 1.32 | |
| -0.0324 | -0.82 | |
| -0.0831 | -3.12 | |
| 0.1517 | 5.19 | |
| -0.1396 | -4.09 | |
| 0.1957 | 2.90 |
Estimation Period:
Jan 3, 1990 to Aug 21, 2015
Jan 3, 1990 to Aug 21, 2015
News Impact Curve
Volatility Forecasts
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