Mirae Asset Securities Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9254 | 6.66 | |
| 0.0369 | 3.58 | |
| 0.9059 | 30.40 | |
| 1.7206 | 4.02 | |
| -2.6906 | -4.01 | |
| 0.3012 | 0.53 | |
| 2.0629 | 3.30 | |
| -2.2928 | -3.76 | |
| 1.3270 | 2.70 | |
| -0.5478 | -1.24 | |
| 0.3665 | 0.71 | |
| -1.7573 | -1.72 |
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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