China Merchants Property Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3472 | 4.19 | |
| 0.1478 | 7.95 | |
| 0.7235 | 20.96 | |
| 0.1096 | 0.49 | |
| -0.0639 | -0.20 | |
| -0.1560 | -0.82 | |
| 0.0075 | 0.04 | |
| 0.3723 | 2.42 | |
| -0.2501 | -1.76 | |
| -0.2667 | -1.92 | |
| 0.3166 | 2.38 | |
| 0.0166 | 0.12 | |
| -0.1224 | -1.24 |
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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