KGI Securities Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0807 | 14.48 | |
| 0.0821 | 18.67 | |
| 0.9017 | 345.23 | |
| 0.0229 | 2.76 |
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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