Sky Chinafortune Holdings Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6669 | 2.53 | |
| 0.2530 | 2.03 | |
| 0.2443 | 1.98 | |
| -3.6837 | -2.65 | |
| 5.2706 | 2.57 | |
| -2.8161 | -1.48 | |
| 3.0427 | 1.80 | |
| -3.3766 | -2.27 | |
| 2.4395 | 1.43 | |
| -1.6486 | -1.16 | |
| 2.3987 | 1.92 | |
| -2.0546 | -1.40 |
Estimation Period:
Jan 4, 2007 to Jul 9, 2021
Jan 4, 2007 to Jul 9, 2021
News Impact Curve
Volatility Forecasts
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