Nippon Steel Trading Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1574 | 13.70 | |
| 0.0812 | 17.30 | |
| 0.8842 | 307.43 | |
| 0.0534 | 5.95 |
Estimation Period:
Dec 20, 1990 to Jun 23, 2023
Dec 20, 1990 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
Other Nippon Steel Trading Corp Analyses
Other GJR-GARCH Analyses on International Equities