Wuhan Iron & Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0032 | 4.65 | |
| 0.1125 | 7.78 | |
| 0.8444 | 41.05 | |
| 0.1046 | 0.83 | |
| -0.0281 | -0.15 | |
| -0.1654 | -1.39 | |
| -0.0878 | -0.62 | |
| 0.4793 | 3.56 | |
| -0.4286 | -4.21 |
Estimation Period:
Aug 3, 1999 to Jan 20, 2017
Aug 3, 1999 to Jan 20, 2017
News Impact Curve
Volatility Forecasts
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