Huabei Expressway Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9407 | 3.55 | |
| 0.0984 | 5.49 | |
| 0.8628 | 36.35 | |
| 0.0177 | 0.10 | |
| 0.1873 | 0.66 | |
| -0.2909 | -0.97 | |
| -0.1092 | -0.38 | |
| 0.2827 | 1.40 | |
| 0.1272 | 0.78 | |
| -0.3796 | -3.41 |
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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