Shanghai Shimao Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3149 | 3.42 | |
| 0.1092 | 9.35 | |
| 0.8519 | 54.25 | |
| 0.0334 | 1.75 | |
| -0.0026 | -0.11 | |
| -0.0857 | -5.23 | |
| 0.0966 | 5.89 | |
| -0.0520 | -4.24 |
Estimation Period:
Feb 11, 1994 to Jun 14, 2024
Feb 11, 1994 to Jun 14, 2024
News Impact Curve
Volatility Forecasts
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