Toray Chemical Korea Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.72 | |
| 0.0215 | 20.80 | |
| 0.9799 | 533.74 | |
| -0.0029 | -0.72 |
Estimation Period:
Jan 3, 1990 to Feb 14, 2018
Jan 3, 1990 to Feb 14, 2018
News Impact Curve
Volatility Forecasts
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