Shenji Group Kunming Machine Tool Co Ltd GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4508 | 22.06 | |
| 0.1042 | 19.06 | |
| 0.8525 | 198.86 | |
| 0.0157 | 1.75 |
Estimation Period:
Jan 3, 1994 to Jul 6, 2018
Jan 3, 1994 to Jul 6, 2018
News Impact Curve
Volatility Forecasts
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