NH Investment & Securities Co Ltd/Old Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7997 | 6.09 | |
| 0.1237 | 7.71 | |
| 0.8182 | 39.60 | |
| -0.0267 | -0.53 | |
| 0.1531 | 1.99 | |
| -0.2837 | -5.00 | |
| 0.2263 | 3.85 | |
| -0.0939 | -1.35 | |
| -0.0347 | -0.42 | |
| 0.1720 | 1.15 |
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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