KGI Securities Co Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0779 | 14.46 | |
| 0.0912 | 36.71 | |
| 0.9033 | 350.80 | |
| 0.1321 | 2.62 |
Estimation Period:
Jan 4, 1996 to Jan 7, 2013
Jan 4, 1996 to Jan 7, 2013
News Impact Curve
Volatility Forecasts
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