Jilin Jiutai Rural Commercial Bank Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4742 | 2.49 | |
| 0.4366 | 9.09 | |
| 0.5614 | 11.56 | |
| 7.1468 | 0.74 | |
| 0.8199 | 0.05 | |
| -16.0325 | -1.52 | |
| 4.0788 | 0.62 | |
| 9.6463 | 1.07 | |
| -20.6833 | -1.81 | |
| 45.7989 | 4.64 | |
| -51.9703 | -6.64 | |
| 40.5318 | 2.84 | |
| -387.8312 | -12.02 |
Estimation Period:
Jan 12, 2017 to May 30, 2025
Jan 12, 2017 to May 30, 2025
News Impact Curve
Volatility Forecasts
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