KEB Hana Bank GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 9.67 | |
| 0.0437 | 16.76 | |
| 0.9309 | 423.11 | |
| 0.0449 | 7.47 |
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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