Showa Shell Sekiyu KK GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 17.71 | |
| 0.0534 | 20.02 | |
| 0.9062 | 357.20 | |
| 0.0540 | 9.52 |
Estimation Period:
Jan 3, 1990 to Mar 22, 2019
Jan 3, 1990 to Mar 22, 2019
News Impact Curve
Volatility Forecasts
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