Sapporo Hokuyo Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2879 | 6.31 | |
| 0.0888 | 5.35 | |
| 0.8596 | 32.65 | |
| -0.1056 | -1.35 | |
| 0.2554 | 2.22 | |
| -0.2489 | -2.90 | |
| 0.1314 | 2.12 |
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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