Sino Great Wall Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9846 | 3.83 | |
| 0.1402 | 9.31 | |
| 0.8138 | 36.96 | |
| -0.0397 | -0.89 | |
| 0.0865 | 1.32 | |
| -0.0784 | -1.96 | |
| 0.0657 | 2.04 | |
| -0.0465 | -2.07 |
Estimation Period:
Jun 16, 1992 to Jan 3, 2020
Jun 16, 1992 to Jan 3, 2020
News Impact Curve
Volatility Forecasts
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