Woori Investment Bank Co Ltd/Gwangju Korea Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9040 | 7.53 | |
| 0.1912 | 8.66 | |
| 0.7505 | 29.35 | |
| 0.0499 | 4.24 | |
| -0.1077 | -5.63 | |
| 0.0986 | 6.38 | |
| -0.0655 | -3.53 | |
| 0.0123 | 0.33 |
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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