Byucksan Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4219 | 4.55 | |
| 0.1283 | 7.91 | |
| 0.8278 | 28.69 | |
| -0.0802 | -0.67 | |
| 0.1016 | 0.61 | |
| 0.1026 | 1.01 | |
| -0.3531 | -3.42 | |
| 0.2772 | 2.10 | |
| 0.0809 | 0.47 | |
| -0.4466 | -1.73 | |
| 0.9532 | 2.13 | |
| -1.0366 | -2.30 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2014
Jan 3, 1990 to Apr 24, 2014
News Impact Curve
Volatility Forecasts
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