Chong Hing Bank Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2525 | 13.26 | |
| 0.2922 | 16.43 | |
| 0.7030 | 63.50 | |
| -0.0166 | -0.68 |
Estimation Period:
Jul 11, 1994 to Aug 20, 2021
Jul 11, 1994 to Aug 20, 2021
News Impact Curve
Volatility Forecasts
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