Samyang Genex Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8177 | 6.66 | |
| 0.0929 | 7.44 | |
| 0.8469 | 39.72 | |
| -0.0841 | -1.03 | |
| 0.0737 | 0.61 | |
| 0.0639 | 0.69 | |
| -0.1369 | -1.22 | |
| 0.0302 | 0.22 | |
| 0.2225 | 1.61 | |
| -0.2662 | -2.43 | |
| 0.0339 | 0.30 | |
| 0.2462 | 1.74 | |
| -0.2827 | -2.56 |
Estimation Period:
Jan 3, 1990 to Dec 24, 2015
Jan 3, 1990 to Dec 24, 2015
News Impact Curve
Volatility Forecasts
Other Samyang Genex Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities