Huabei Expressway Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 14.08 | |
| 0.0965 | 9.22 | |
| 0.9103 | 325.93 | |
| -0.0199 | -1.16 |
Estimation Period:
Sep 27, 1999 to Dec 1, 2017
Sep 27, 1999 to Dec 1, 2017
News Impact Curve
Volatility Forecasts
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