China Vanke Co Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1155 | 20.67 | |
| 0.6180 | 48.92 | |
| 0.0691 | 6.51 | |
| 0.0271 | 1.52 | |
| 0.0160 | 2.49 | |
| 0.9812 | 130.99 |
Estimation Period:
May 28, 1993 to Apr 13, 2017
May 28, 1993 to Apr 13, 2017
News Impact Curve
Volatility Forecasts
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