NH Investment & Securities Co Ltd/Old Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9131 | 6.47 | |
| 0.1216 | 7.76 | |
| 0.8335 | 44.55 | |
| 0.0530 | 1.55 | |
| -0.0233 | -0.44 | |
| -0.1132 | -2.57 | |
| 0.1380 | 2.74 | |
| -0.1297 | -2.85 | |
| 0.1352 | 4.73 |
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
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