Daesung Group Partners Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7242 | 6.40 | |
| 0.1642 | 9.00 | |
| 0.7320 | 23.86 | |
| -0.0983 | -2.12 | |
| 0.2104 | 3.06 | |
| -0.2448 | -4.74 | |
| 0.1644 | 2.96 | |
| 0.0752 | 1.07 | |
| -0.2650 | -3.35 | |
| 0.3059 | 3.45 | |
| -0.2175 | -2.90 |
Estimation Period:
Jan 3, 1990 to Jul 21, 2017
Jan 3, 1990 to Jul 21, 2017
News Impact Curve
Volatility Forecasts
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