Jiangsu Zhongnan Construction Group Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8558 | 2.89 | |
| 0.1495 | 10.97 | |
| 0.8038 | 66.06 | |
| -0.0452 | -0.22 | |
| 0.2587 | 0.93 | |
| -0.4304 | -2.12 | |
| 0.2276 | 1.02 | |
| 0.0628 | 0.35 | |
| -0.1988 | -1.22 | |
| 0.2479 | 1.59 | |
| -0.0506 | -0.35 | |
| -1.3327 | -5.14 |
Estimation Period:
Mar 1, 2000 to Jul 5, 2024
Mar 1, 2000 to Jul 5, 2024
News Impact Curve
Volatility Forecasts
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