Seiko Pmc Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8763 | 4.58 | |
| 0.1819 | 5.44 | |
| 0.6326 | 11.94 | |
| -0.1735 | -1.84 | |
| 0.0767 | 0.54 | |
| 0.2477 | 2.70 | |
| -0.1859 | -2.27 | |
| 0.1183 | 1.20 | |
| -0.2456 | -2.04 | |
| 0.2659 | 2.04 | |
| -0.1613 | -1.29 | |
| 0.0900 | 0.90 |
Estimation Period:
Jan 3, 1997 to Jan 5, 2024
Jan 3, 1997 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
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