Shenzhen Chiwan Petroleum GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3198 | 19.10 | |
| 0.1266 | 18.75 | |
| 0.8421 | 193.59 | |
| -0.0078 | -0.72 |
Estimation Period:
Jul 28, 1995 to May 4, 2018
Jul 28, 1995 to May 4, 2018
News Impact Curve
Volatility Forecasts
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