Samyang Entech Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6620 | 4.64 | |
| 0.2679 | 8.65 | |
| 0.5761 | 13.05 | |
| -0.0186 | -0.20 | |
| 0.0299 | 0.23 | |
| 0.0474 | 0.56 | |
| -0.2781 | -3.56 | |
| 0.3906 | 4.66 | |
| -0.2450 | -2.42 | |
| 0.0706 | 0.72 | |
| 0.0116 | 0.13 | |
| 0.0202 | 0.28 |
Estimation Period:
Jan 3, 1990 to Nov 21, 2014
Jan 3, 1990 to Nov 21, 2014
News Impact Curve
Volatility Forecasts
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