Changsheng SSE Market Value 100 Index Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 4.53 | |
| 0.0842 | 5.26 | |
| 0.8990 | 106.02 | |
| 0.0299 | 1.22 |
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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