KEB Hana Bank AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 0.47 | |
| 0.0591 | 30.21 | |
| 0.9364 | 467.02 | |
| 0.9529 | 12.22 |
Estimation Period:
Apr 5, 1994 to Apr 2, 2013
Apr 5, 1994 to Apr 2, 2013
News Impact Curve
Volatility Forecasts
Other KEB Hana Bank Analyses
Other AGARCH Analyses on International Equities