China Evergrande Group EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 16.56 | |
| 0.3618 | 56.82 | |
| 0.9867 | 808.14 | |
| 0.0017 | 0.22 |
Estimation Period:
Nov 5, 2009 to May 30, 2025
Nov 5, 2009 to May 30, 2025
News Impact Curve
Volatility Forecasts
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