Hong Yuan Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6626 | 6.29 | |
| 0.1422 | 4.90 | |
| 0.7251 | 16.73 | |
| 0.2001 | 0.72 | |
| -0.3159 | -0.74 | |
| 0.1879 | 0.76 | |
| 0.0279 | 0.17 | |
| -0.2050 | -1.65 | |
| 0.2532 | 2.09 | |
| -0.4428 | -3.59 | |
| 0.5485 | 4.38 | |
| -0.3361 | -3.47 |
Estimation Period:
Feb 2, 1994 to Dec 5, 2014
Feb 2, 1994 to Dec 5, 2014
News Impact Curve
Volatility Forecasts
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