Mitsumi Electric Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 16.34 | |
| 0.0312 | 15.94 | |
| 0.9409 | 473.06 | |
| 0.0380 | 9.37 |
Estimation Period:
Jan 3, 1990 to Jan 20, 2017
Jan 3, 1990 to Jan 20, 2017
News Impact Curve
Volatility Forecasts
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