Nishi-Nippon City Bank Ltd/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1063 | 19.22 | |
| 0.0743 | 21.32 | |
| 0.8800 | 371.48 | |
| 0.0623 | 7.51 |
Estimation Period:
Jan 3, 1990 to Sep 23, 2016
Jan 3, 1990 to Sep 23, 2016
News Impact Curve
Volatility Forecasts
Other Nishi-Nippon City Bank Ltd/The Analyses
Other GJR-GARCH Analyses on International Equities