KEB Hana Bank EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2838 | 0.51 | |
| -0.9997 | -0.51 | |
| -1.0000 | -1.31 | |
| 1.3021 | 1.51 |
Estimation Period:
Apr 5, 1994 to Apr 2, 2013
Apr 5, 1994 to Apr 2, 2013
News Impact Curve
Volatility Forecasts
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