OCBC Bank Hong Kong Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1214 | 20.97 | |
| 0.1388 | 33.48 | |
| 0.8599 | 236.23 | |
| -0.1290 | -0.92 |
Estimation Period:
Jul 2, 1993 to Aug 18, 2014
Jul 2, 1993 to Aug 18, 2014
News Impact Curve
Volatility Forecasts
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