Sino Great Wall Co., Ltd. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0171 | 4.24 | |
| 0.1481 | 11.07 | |
| 0.7654 | 37.08 | |
| -0.1546 | -1.28 | |
| 0.2292 | 1.41 | |
| -0.1652 | -1.45 | |
| 0.1949 | 1.86 | |
| -0.0759 | -0.82 | |
| -0.1817 | -2.09 | |
| 0.2278 | 2.62 | |
| 0.0483 | 0.47 | |
| -0.3311 | -2.18 | |
| 0.5142 | 2.39 |
Estimation Period:
Jun 16, 1992 to Jan 3, 2020
Jun 16, 1992 to Jan 3, 2020
News Impact Curve
Volatility Forecasts
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