Beam Suntory Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 10.85 | |
| 0.1604 | 47.65 | |
| 0.9969 | 1,168.68 | |
| -0.0611 | -17.28 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2014
Jan 2, 1990 to Dec 26, 2014
News Impact Curve
Volatility Forecasts
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