Takisawa Machine Tool Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1424 | 6.15 | |
| 0.1756 | 7.93 | |
| 0.6525 | 18.34 | |
| -0.0174 | -0.31 | |
| 0.1024 | 1.29 | |
| -0.1328 | -2.33 | |
| -0.0596 | -0.99 | |
| 0.2276 | 4.37 | |
| -0.1590 | -3.18 | |
| 0.0406 | 0.73 | |
| -0.0053 | -0.11 | |
| -0.0203 | -0.49 | |
| 0.0606 | 1.79 |
Estimation Period:
Jan 4, 1990 to Jan 26, 2024
Jan 4, 1990 to Jan 26, 2024
News Impact Curve
Volatility Forecasts
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