KB Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7526 | 8.27 | |
| 0.0779 | 9.05 | |
| 0.8850 | 68.28 | |
| 0.0382 | 3.66 | |
| -0.0799 | -4.91 | |
| 0.0543 | 4.43 | |
| -0.0086 | -1.03 |
Estimation Period:
Jan 3, 1990 to Oct 14, 2016
Jan 3, 1990 to Oct 14, 2016
News Impact Curve
Volatility Forecasts
Other KB Securities Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities