Mirae Asset Securities Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0716 | 10.56 | |
| 0.0435 | 12.51 | |
| 0.9444 | 445.67 | |
| 0.0070 | 1.21 |
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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