Woori Investment Bank Co Ltd/Gwangju Korea GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2165 | 12.37 | |
| 0.1189 | 19.16 | |
| 0.8737 | 242.42 | |
| -0.0013 | -0.12 |
Estimation Period:
Jan 3, 1990 to Aug 25, 2023
Jan 3, 1990 to Aug 25, 2023
News Impact Curve
Volatility Forecasts
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