Korea Development Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5811 | 7.32 | |
| 0.1398 | 9.20 | |
| 0.7709 | 33.08 | |
| 0.1114 | 0.97 | |
| -0.0307 | -0.14 | |
| -0.2089 | -1.28 | |
| 0.0310 | 0.32 | |
| 0.2910 | 4.42 | |
| -0.3106 | -5.06 | |
| 0.1663 | 2.29 | |
| -0.0486 | -0.51 | |
| -0.0624 | -0.63 | |
| 0.1070 | 1.56 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
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