China Vanke Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7581 | 3.78 | |
| 0.1406 | 6.66 | |
| 0.6749 | 14.78 | |
| -0.3140 | -1.53 | |
| 0.2906 | 1.04 | |
| 0.0242 | 0.20 | |
| 0.1318 | 1.36 | |
| -0.1332 | -1.47 | |
| -0.1738 | -1.90 | |
| 0.3065 | 2.74 | |
| -0.1766 | -1.08 |
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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