China CIFCO Investment Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4942 | 6.07 | |
| 0.0901 | 6.96 | |
| 0.8311 | 31.53 | |
| -0.0002 | -0.00 | |
| 0.1094 | 0.31 | |
| -0.1956 | -0.71 | |
| -0.0617 | -0.25 | |
| 0.2822 | 1.63 | |
| -0.1541 | -1.05 | |
| 0.0312 | 0.19 | |
| -0.0410 | -0.21 | |
| -0.1347 | -0.44 | |
| 1.3031 | 1.57 |
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 Spline-GARCH Analyses on International Equities