Bank of Yokohama Ltd/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 14.55 | |
| 0.0650 | 14.88 | |
| 0.9064 | 304.87 | |
| 0.0279 | 3.24 |
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 GJR-GARCH Analyses on International Equities