KB Securities Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0935 | 13.32 | |
| 0.0544 | 20.95 | |
| 0.9281 | 501.69 | |
| 0.0233 | 4.81 |
Estimation Period:
Jan 3, 1990 to Oct 14, 2016
Jan 3, 1990 to Oct 14, 2016
News Impact Curve
Volatility Forecasts
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