Bank of Yokohama Ltd/The EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 16.48 | |
| 0.1837 | 33.69 | |
| 0.9766 | 626.01 | |
| -0.0162 | -2.91 |
Estimation Period:
Jan 3, 1990 to Mar 25, 2016
Jan 3, 1990 to Mar 25, 2016
News Impact Curve
Volatility Forecasts
Other Bank of Yokohama Ltd/The Analyses
Other EGARCH Analyses on International Equities