Taiwan Cooperative Bank Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3454 | 4.85 | |
| 0.1357 | 4.73 | |
| 0.7747 | 17.13 | |
| 0.5828 | 3.50 | |
| -0.9442 | -3.65 | |
| 0.5231 | 2.39 |
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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