Mitsumi Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5040 | 8.58 | |
| 0.0601 | 6.64 | |
| 0.8940 | 58.40 | |
| 0.0424 | 1.55 | |
| -0.0038 | -0.09 | |
| -0.1234 | -4.14 | |
| 0.1782 | 7.05 | |
| -0.1445 | -6.58 | |
| 0.0606 | 3.43 |
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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