KGI Securities Co Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0985 | 33.16 | |
| 0.2625 | 55.56 | |
| 0.9550 | 792.52 | |
| -0.0120 | -2.32 |
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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