Shenzhen Century Plaza Hotel GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5251 | 22.77 | |
| 0.1385 | 17.53 | |
| 0.8398 | 156.33 | |
| -0.0355 | -3.56 |
Estimation Period:
Jan 3, 1994 to Jun 30, 2017
Jan 3, 1994 to Jun 30, 2017
News Impact Curve
Volatility Forecasts
Other Shenzhen Century Plaza Hotel Analyses
Other GJR-GARCH Analyses on International Equities