Allied Properties HK Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9695 | 3.17 | |
| 0.1127 | 8.80 | |
| 0.8662 | 54.41 | |
| -0.1105 | -1.38 | |
| 0.1649 | 1.43 | |
| -0.1120 | -1.89 | |
| 0.1242 | 2.28 | |
| -0.1090 | -1.94 | |
| 0.0092 | 0.14 | |
| 0.2041 | 1.42 |
Estimation Period:
Jan 1, 1990 to Aug 14, 2020
Jan 1, 1990 to Aug 14, 2020
News Impact Curve
Volatility Forecasts
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