LINE Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0971 | 11.15 | |
| 0.2577 | 10.58 | |
| 0.8125 | 110.31 | |
| -0.1403 | -4.86 |
Estimation Period:
Jul 14, 2016 to Dec 18, 2020
Jul 14, 2016 to Dec 18, 2020
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts