Taiwan Cooperative Bank Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3394 | 4.88 | |
| 0.1361 | 4.75 | |
| 0.7754 | 17.26 | |
| 0.5716 | 3.66 | |
| -0.9198 | -3.99 | |
| 0.4772 | 4.23 |
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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