Changsheng SSE Market Value 100 Index Fund GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 5.54 | |
| 0.0990 | 10.71 | |
| 0.8972 | 104.27 |
Estimation Period:
May 31, 2013 to Oct 9, 2015
May 31, 2013 to Oct 9, 2015
News Impact Curve
Volatility Forecasts
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