Sompo International Holdings Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 13.65 | |
| 0.1399 | 28.23 | |
| 0.8584 | 213.59 |
Estimation Period:
Feb 28, 2003 to Mar 24, 2017
Feb 28, 2003 to Mar 24, 2017
News Impact Curve
Volatility Forecasts
Other Sompo International Holdings Ltd Analyses
Other GARCH Analyses on Equities