Seiko Pmc Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8609 | 4.52 | |
| 0.1828 | 5.35 | |
| 0.6302 | 11.89 | |
| -0.1804 | -1.92 | |
| 0.0834 | 0.59 | |
| 0.2523 | 2.75 | |
| -0.1968 | -2.40 | |
| 0.1308 | 1.32 | |
| -0.2554 | -2.11 | |
| 0.2702 | 2.10 | |
| -0.1570 | -1.39 | |
| 0.0692 | 0.37 |
Estimation Period:
Jan 3, 1997 to Jan 5, 2024
Jan 3, 1997 to Jan 5, 2024
News Impact Curve
Volatility Forecasts
Other Seiko Pmc Corp Analyses
Other Spline-GARCH Analyses on International Equities