Toshiba Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0764 | 8.77 | |
| 0.1711 | 15.22 | |
| 0.8289 | 124.11 | |
| 0.4062 | 8.90 |
Estimation Period:
Sep 14, 2018 to Dec 15, 2023
Sep 14, 2018 to Dec 15, 2023
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities