Kanematsu Electronics Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1326 | 8.80 | |
| 0.0874 | 15.03 | |
| 0.8619 | 209.81 | |
| 0.0641 | 5.56 |
Estimation Period:
Jan 4, 1990 to May 3, 2023
Jan 4, 1990 to May 3, 2023
News Impact Curve
Volatility Forecasts
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