LINE Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0922 | 2.80 | |
| 0.3588 | 5.24 | |
| 0.5483 | 10.42 | |
| -1.5748 | -0.21 | |
| 2.0027 | 0.16 | |
| 3.1223 | 0.28 | |
| -8.1822 | -1.30 | |
| 12.7186 | 2.02 | |
| -21.5634 | -2.25 | |
| 26.6730 | 2.10 | |
| -31.5004 | -2.51 | |
| 34.1891 | 2.68 | |
| -9.3302 | -0.56 |
Estimation Period:
Jul 14, 2016 to Dec 18, 2020
Jul 14, 2016 to Dec 18, 2020
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts