Shinsung FA Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6175 | 4.92 | |
| 0.1383 | 4.60 | |
| 0.7517 | 13.66 | |
| 1.3595 | 1.94 | |
| -1.2459 | -1.10 | |
| -0.1054 | -0.12 | |
| -0.3370 | -0.41 | |
| 1.2680 | 1.45 | |
| -2.1124 | -2.55 | |
| 1.7489 | 1.51 |
Estimation Period:
Sep 1, 2008 to Dec 9, 2016
Sep 1, 2008 to Dec 9, 2016
News Impact Curve
Volatility Forecasts
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