e-Corea Real Estate Investment Trusts Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9902 | 8.24 | |
| 0.2224 | 8.49 | |
| 0.7898 | 61.29 | |
| -0.0569 | -1.07 |
Estimation Period:
Mar 10, 2011 to Sep 11, 2015
Mar 10, 2011 to Sep 11, 2015
News Impact Curve
Volatility Forecasts
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