Samantha Thavasa Japan Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3914 | 19.12 | |
| 0.3132 | 23.43 | |
| 0.6157 | 68.72 | |
| -0.2255 | -1.89 |
Estimation Period:
Dec 12, 2005 to Jun 21, 2024
Dec 12, 2005 to Jun 21, 2024
News Impact Curve
Volatility Forecasts
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