Bank Tokyo-Mitsubishi GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1619 | 17.19 | |
| 0.1746 | 28.45 | |
| 0.8057 | 139.91 |
Estimation Period:
Jan 3, 1990 to Mar 26, 2001
Jan 3, 1990 to Mar 26, 2001
News Impact Curve
Volatility Forecasts
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