Tokyo Nissan Computer Sys Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3393 | 17.76 | |
| 0.1890 | 12.75 | |
| 0.8048 | 130.82 | |
| -0.0391 | -1.89 |
Estimation Period:
Mar 26, 2004 to Oct 27, 2023
Mar 26, 2004 to Oct 27, 2023
News Impact Curve
Volatility Forecasts
Other Tokyo Nissan Computer Sys Co Analyses
Other GJR-GARCH Analyses on International Equities