Toray Chemical Korea Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6942 | 5.44 | |
| 0.1192 | 8.80 | |
| 0.8328 | 39.10 | |
| -0.0497 | -0.65 | |
| 0.1321 | 1.10 | |
| -0.0816 | -0.93 | |
| -0.0920 | -1.14 | |
| 0.1160 | 1.38 | |
| -0.0411 | -0.47 | |
| 0.0384 | 0.37 | |
| 0.0164 | 0.07 | |
| -1.3502 | -1.47 |
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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