China CNR Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8744 | 2.48 | |
| 0.0453 | 1.94 | |
| 0.8609 | 10.66 | |
| 4.5372 | 1.70 | |
| -7.4891 | -2.02 | |
| 3.4609 | 1.52 | |
| 1.0846 | 0.52 | |
| -3.0473 | -1.67 | |
| 0.7191 | 0.34 | |
| 8.5552 | 2.89 |
Estimation Period:
Dec 29, 2009 to Apr 30, 2015
Dec 29, 2009 to Apr 30, 2015
News Impact Curve
Volatility Forecasts
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