Nippon Steel Trading Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1043 | 18.33 | |
| 0.5954 | 30.61 | |
| 0.0922 | 6.18 | |
| 0.0000 | 0.00 | |
| 0.3693 | 6.87 | |
| 0.6307 | 14.81 |
Estimation Period:
Dec 20, 1990 to Jun 23, 2023
Dec 20, 1990 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
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