China Properties Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1808 | 4.81 | |
| 0.0642 | 4.11 | |
| 0.8989 | 30.73 | |
| -0.3575 | -1.69 | |
| 0.5987 | 1.92 | |
| -0.4487 | -1.86 | |
| 0.7201 | 3.07 | |
| -1.1920 | -4.34 | |
| 1.3821 | 4.53 | |
| -1.0653 | -5.06 |
Estimation Period:
Mar 9, 2007 to Mar 26, 2021
Mar 9, 2007 to Mar 26, 2021
News Impact Curve
Volatility Forecasts
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