LINE Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8294 | 22.15 | |
| 0.0758 | 4.46 | |
| -0.5000 | -8.69 | |
| 0.4111 | 1.49 | |
| 0.8373 | 3.70 | |
| 0.1627 | 0.93 |
Estimation Period:
Jul 14, 2016 to Dec 23, 2020
Jul 14, 2016 to Dec 23, 2020
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts