Meritz Securities Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1675 | 19.21 | |
| 0.1029 | 22.34 | |
| 0.8800 | 324.96 | |
| 0.0114 | 1.46 |
Estimation Period:
Jan 15, 1992 to Apr 21, 2023
Jan 15, 1992 to Apr 21, 2023
News Impact Curve
Volatility Forecasts
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