Mizuho Securities Co Ltd APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2618 | 10.81 | |
| 0.1385 | 30.95 | |
| 0.8428 | 179.06 | |
| 0.1425 | 9.02 | |
| 1.6825 | 25.37 |
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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