Chong Hing Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1081 | 3.59 | |
| 0.3649 | 3.44 | |
| 0.5369 | 7.13 | |
| 0.1734 | 2.16 | |
| -0.4038 | -2.82 | |
| 0.3264 | 2.22 | |
| -0.1441 | -0.70 | |
| 0.1749 | 0.77 | |
| -0.2575 | -1.54 | |
| 0.3058 | 2.40 | |
| -0.4937 | -3.60 | |
| 0.5922 | 3.91 | |
| -0.3478 | -2.91 |
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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