Mizuho Trust & Banking Co Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3060 | 22.46 | |
| 0.1646 | 32.00 | |
| 0.8195 | 176.76 |
Estimation Period:
Jan 3, 1990 to Aug 26, 2011
Jan 3, 1990 to Aug 26, 2011
News Impact Curve
Volatility Forecasts
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