Greater China Financial Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 79.3188 | 3.64 | |
| 0.3875 | 17.92 | |
| 0.6123 | 28.43 | |
| -7.0587 | -0.29 | |
| 3.7467 | 0.07 | |
| 6.4670 | 0.10 | |
| -3.0155 | -0.04 | |
| 13.8824 | 0.19 | |
| -5.8808 | -0.10 | |
| -37.3298 | -1.03 | |
| 97.3927 | 2.91 | |
| -332.5442 | -16.36 |
Estimation Period:
Jan 3, 2007 to May 30, 2025
Jan 3, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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