Saint-Gobain Korea Holdings Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7980 | 6.29 | |
| 0.1578 | 5.50 | |
| 0.7646 | 20.73 | |
| -0.0811 | -1.86 | |
| 0.1746 | 2.71 | |
| -0.2001 | -4.35 | |
| 0.1642 | 3.67 | |
| -0.1102 | -2.05 | |
| 0.0966 | 1.36 | |
| -0.0797 | -1.12 | |
| 0.2273 | 1.76 |
Estimation Period:
Jan 3, 1990 to Dec 7, 2018
Jan 3, 1990 to Dec 7, 2018
News Impact Curve
Volatility Forecasts
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