SBI Shinsei Bank Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 17.29 | |
| 0.2455 | 41.72 | |
| 0.9737 | 688.63 | |
| -0.0332 | -5.66 |
Estimation Period:
Feb 19, 2004 to Sep 29, 2023
Feb 19, 2004 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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