China Merchants Property Development Co Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5770 | 23.30 | |
| 0.1597 | 36.70 | |
| 0.7789 | 161.64 | |
| 0.0752 | 1.46 |
Estimation Period:
Jun 7, 1993 to Dec 4, 2015
Jun 7, 1993 to Dec 4, 2015
News Impact Curve
Volatility Forecasts
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