Korea Development Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5728 | 7.17 | |
| 0.1317 | 8.90 | |
| 0.7832 | 32.52 | |
| 0.1147 | 0.99 | |
| -0.0361 | -0.17 | |
| -0.2079 | -1.28 | |
| 0.0329 | 0.34 | |
| 0.2924 | 4.40 | |
| -0.3158 | -5.08 | |
| 0.1670 | 2.24 | |
| -0.0322 | -0.32 | |
| -0.1162 | -0.95 | |
| 0.2720 | 1.50 |
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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