TianGuang ZhongMao Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3334 | 4.01 | |
| 0.1476 | 5.11 | |
| 0.6508 | 10.60 | |
| 2.0455 | 1.20 | |
| -1.6090 | -0.66 | |
| -1.1906 | -0.82 | |
| 0.1510 | 0.11 | |
| 3.4878 | 2.64 | |
| -7.2498 | -6.25 | |
| 8.0422 | 6.08 | |
| -5.2316 | -3.04 | |
| 1.1054 | 0.57 | |
| 3.7607 | 1.42 |
Estimation Period:
Nov 23, 2010 to Jul 17, 2020
Nov 23, 2010 to Jul 17, 2020
News Impact Curve
Volatility Forecasts
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