KGI Securities Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1912 | 5.98 | |
| 0.1090 | 8.44 | |
| 0.8473 | 44.65 | |
| -0.0188 | -0.33 | |
| -0.0400 | -0.45 | |
| 0.1501 | 2.09 | |
| -0.1184 | -1.64 | |
| -0.1427 | -1.49 |
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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