China Machinery Engineering Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1442 | 11.87 | |
| 0.3499 | 24.61 | |
| 0.9200 | 130.45 | |
| -0.0326 | -2.74 |
Estimation Period:
Dec 21, 2012 to Jul 23, 2021
Dec 21, 2012 to Jul 23, 2021
News Impact Curve
Volatility Forecasts
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