OCBC Bank Hong Kong Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1341 | 17.07 | |
| 0.1210 | 14.43 | |
| 0.8619 | 222.55 | |
| 0.0247 | 1.36 |
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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