Mirae Asset Securities Co Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 10.18 | |
| 0.1072 | 25.55 | |
| 0.9930 | 1,296.39 | |
| -0.0048 | -1.11 |
Estimation Period:
Feb 15, 2006 to Dec 16, 2016
Feb 15, 2006 to Dec 16, 2016
News Impact Curve
Volatility Forecasts
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