Sino Great Wall Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9314 | 2.76 | |
| 0.1469 | 8.94 | |
| 0.7781 | 28.90 | |
| -0.0731 | -0.31 | |
| 0.1522 | 0.50 | |
| -0.2175 | -1.57 | |
| 0.3886 | 3.31 | |
| -0.4314 | -4.02 | |
| 0.1715 | 1.57 | |
| 0.1347 | 1.22 | |
| -0.1658 | -1.34 | |
| -0.0515 | -0.25 | |
| 0.6253 | 1.85 |
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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