Sony Financial Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0806 | 11.64 | |
| 0.0173 | 6.75 | |
| 0.9205 | 294.29 | |
| 0.0945 | 12.12 |
Estimation Period:
Oct 11, 2007 to Aug 28, 2020
Oct 11, 2007 to Aug 28, 2020
News Impact Curve
Volatility Forecasts
Other Sony Financial Group Inc Analyses
Other GJR-GARCH Analyses on International Equities