Taiwan Cooperative Bank EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0129 | -5.82 | |
| 0.2287 | 22.51 | |
| 0.9561 | 257.71 | |
| 0.0168 | 1.78 |
Estimation Period:
Nov 17, 2004 to Nov 18, 2011
Nov 17, 2004 to Nov 18, 2011
News Impact Curve
Volatility Forecasts
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