Great Wall International ACG Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0298 | 3.36 | |
| 0.0989 | 7.73 | |
| 0.8622 | 45.40 | |
| 0.3476 | 1.51 | |
| -0.4016 | -1.22 | |
| 0.0077 | 0.03 | |
| 0.1439 | 0.62 | |
| -0.3249 | -1.65 | |
| 0.4608 | 2.29 | |
| -0.4654 | -2.10 | |
| 0.5301 | 1.80 | |
| -0.7008 | -1.42 | |
| 1.6831 | 1.54 |
Estimation Period:
Jun 25, 1999 to May 20, 2022
Jun 25, 1999 to May 20, 2022
News Impact Curve
Volatility Forecasts
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