Ohizumi Mfg Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3601 | 2.08 | |
| 0.2932 | 8.87 | |
| 0.6178 | 21.29 | |
| 1.8406 | 1.52 | |
| -2.1937 | -1.35 | |
| 0.1943 | 0.28 | |
| 0.3609 | 0.60 | |
| -0.1715 | -0.28 | |
| -0.3109 | -0.49 | |
| 0.7269 | 0.97 | |
| -1.0008 | -1.25 | |
| 1.3087 | 1.30 | |
| -6.6567 | -3.64 |
Estimation Period:
Jun 22, 2012 to Feb 2, 2024
Jun 22, 2012 to Feb 2, 2024
News Impact Curve
Volatility Forecasts
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