China Merchants Innovation & Technology Hong Kong Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1969 | 12.91 | |
| 0.1021 | 17.09 | |
| 0.8404 | 195.72 | |
| 0.0801 | 5.65 |
Estimation Period:
Nov 23, 2007 to Dec 14, 2018
Nov 23, 2007 to Dec 14, 2018
News Impact Curve
Volatility Forecasts
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