NH Investment & Securities Co Ltd/Old GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 11.72 | |
| 0.0785 | 22.23 | |
| 0.9218 | 374.11 | |
| -0.0007 | -0.11 |
Estimation Period:
Jan 3, 1990 to Dec 19, 2014
Jan 3, 1990 to Dec 19, 2014
News Impact Curve
Volatility Forecasts
Other NH Investment & Securities Co Ltd/Old Analyses
Other GJR-GARCH Analyses on International Equities