Changsheng SSE Market Value 100 Index Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0693 | 3.73 | |
| 0.1480 | 2.44 | |
| 0.0000 | 0.00 | |
| -7.7662 | -0.72 | |
| 24.9890 | 1.52 | |
| -32.3987 | -2.91 | |
| 33.3207 | 3.43 | |
| -34.2790 | -3.65 | |
| 27.2180 | 3.21 | |
| -17.1987 | -3.07 |
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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