KEB Hana Bank Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6867 | 5.37 | |
| 0.0812 | 6.30 | |
| 0.8748 | 39.05 | |
| 0.0980 | 2.30 | |
| -0.2475 | -4.16 | |
| 0.2110 | 5.43 | |
| -0.0629 | -1.71 | |
| 0.0094 | 0.35 |
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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