KB Securities Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6298 | 7.38 | |
| 0.0866 | 8.15 | |
| 0.8438 | 42.62 | |
| -0.0569 | -1.15 | |
| 0.1735 | 2.26 | |
| -0.2252 | -4.27 | |
| 0.0778 | 1.74 | |
| 0.1160 | 2.42 | |
| -0.1866 | -3.56 | |
| 0.2025 | 3.44 | |
| -0.2133 | -2.69 |
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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