Sapporo Hokuyo Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2404 | 14.77 | |
| 0.0626 | 11.15 | |
| 0.8707 | 150.67 | |
| 0.0655 | 5.44 |
Estimation Period:
Apr 2, 2001 to Sep 25, 2012
Apr 2, 2001 to Sep 25, 2012
News Impact Curve
Volatility Forecasts
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