Mizuho Trust & Banking Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2670 | 19.09 | |
| 0.1245 | 18.86 | |
| 0.8287 | 179.30 | |
| 0.0715 | 5.50 |
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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