China CIFCO Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5289 | 5.33 | |
| 0.0726 | 5.93 | |
| 0.8758 | 38.72 | |
| 0.0383 | 0.16 | |
| 0.0711 | 0.18 | |
| -0.2149 | -0.67 | |
| -0.0225 | -0.08 | |
| 0.2621 | 1.30 | |
| -0.2006 | -1.15 | |
| 0.2239 | 1.07 | |
| -0.5535 | -1.76 | |
| 1.0451 | 1.94 | |
| -1.0242 | -1.88 |
Estimation Period:
Jul 18, 2000 to Jun 28, 2024
Jul 18, 2000 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
Other China CIFCO Investment Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities