Shanghai Shimao Co Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1038 | 17.33 | |
| 0.1052 | 16.62 | |
| 0.8944 | 243.78 | |
| -0.0107 | -1.33 |
Estimation Period:
Feb 11, 1994 to Jun 14, 2024
Feb 11, 1994 to Jun 14, 2024
News Impact Curve
Volatility Forecasts
Other Shanghai Shimao Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities