Shenzhen Chiwan Petroleum Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2370 | 4.68 | |
| 0.1710 | 7.80 | |
| 0.6766 | 17.16 | |
| -0.0591 | -0.47 | |
| -0.0721 | -0.42 | |
| 0.2876 | 2.97 | |
| -0.1156 | -1.02 | |
| -0.1907 | -1.56 | |
| 0.2458 | 2.07 | |
| -0.0620 | -0.46 | |
| -0.3239 | -1.37 |
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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