Maruha Nichiro Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3793 | 4.53 | |
| 0.1450 | 6.71 | |
| 0.7770 | 29.81 | |
| -0.0632 | -0.56 | |
| 0.1372 | 0.87 | |
| -0.0043 | -0.05 | |
| -0.2597 | -3.06 | |
| 0.3518 | 4.18 | |
| -0.2373 | -2.32 | |
| 0.1009 | 0.90 | |
| -0.0675 | -0.76 | |
| 0.0806 | 1.32 |
Estimation Period:
Jan 3, 1990 to Mar 26, 2014
Jan 3, 1990 to Mar 26, 2014
News Impact Curve
Volatility Forecasts
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