Samyang Genex Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7981 | 7.27 | |
| 0.1020 | 7.55 | |
| 0.8307 | 37.36 | |
| -0.0919 | -2.54 | |
| 0.1607 | 2.90 | |
| -0.1835 | -4.47 | |
| 0.2158 | 5.00 | |
| -0.1583 | -3.18 | |
| 0.0754 | 1.59 | |
| 0.0995 | 1.27 |
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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