Beam Suntory Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.2384 | 119,181.50 | |
| 0.7907 | 395,369.50 | |
| -0.0582 | -29,102.50 |
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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