Shanghai Greencourt Investment Group Co., Ltd. MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3092 | 14.66 | |
| 0.1761 | 6.84 | |
| -0.0415 | -1.07 | |
| 1.6775 | 1.31 | |
| 0.3829 | 1.15 | |
| 0.5239 | 1.47 |
Estimation Period:
Nov 22, 1993 to Jun 2, 2022
Nov 22, 1993 to Jun 2, 2022
News Impact Curve
Volatility Forecasts
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