Hokkoku Bank Ltd/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1555 | 22.37 | |
| 0.0652 | 18.69 | |
| 0.8679 | 245.38 | |
| 0.0536 | 6.99 |
Estimation Period:
Jan 4, 1990 to May 2, 2023
Jan 4, 1990 to May 2, 2023
News Impact Curve
Volatility Forecasts
Other Hokkoku Bank Ltd/The Analyses
Other GJR-GARCH Analyses on International Equities