Hitachi Capital Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1207 | 22.61 | |
| 0.0464 | 16.17 | |
| 0.9068 | 365.79 | |
| 0.0460 | 8.47 |
Estimation Period:
Jan 3, 1990 to Mar 26, 2021
Jan 3, 1990 to Mar 26, 2021
News Impact Curve
Volatility Forecasts
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