OCBC Bank Hong Kong Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1284 | 20.66 | |
| 0.1363 | 33.08 | |
| 0.8607 | 230.44 |
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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