Samyang Genex Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0897 | 14.58 | |
| 0.0672 | 18.67 | |
| 0.9206 | 388.61 | |
| 0.0070 | 1.07 |
Estimation Period:
Jan 3, 1990 to Dec 24, 2015
Jan 3, 1990 to Dec 24, 2015
News Impact Curve
Volatility Forecasts
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