China Vanke Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7568 | 3.77 | |
| 0.1404 | 6.63 | |
| 0.6755 | 14.77 | |
| -0.3132 | -1.52 | |
| 0.2884 | 1.03 | |
| 0.0265 | 0.22 | |
| 0.1304 | 1.35 | |
| -0.1339 | -1.49 | |
| -0.1686 | -1.93 | |
| 0.2921 | 3.12 | |
| -0.1363 | -1.87 |
Estimation Period:
May 28, 1993 to Nov 7, 2014
May 28, 1993 to Nov 7, 2014
News Impact Curve
Volatility Forecasts
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