Sumitomo Precision Products GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1080 | 13.40 | |
| 0.0380 | 12.52 | |
| 0.9275 | 338.00 | |
| 0.0358 | 5.12 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2023
Jan 1, 1990 to Mar 20, 2023
News Impact Curve
Volatility Forecasts
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