Haitong International Securities Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0517 | 5.16 | |
| 0.1353 | 6.30 | |
| 0.7821 | 18.78 | |
| 0.0419 | 0.24 | |
| -0.3413 | -1.24 | |
| 0.7722 | 4.36 | |
| -0.7993 | -4.68 | |
| 0.3768 | 2.09 | |
| 0.0153 | 0.10 | |
| -0.1328 | -0.95 | |
| 0.1158 | 0.90 | |
| -0.0217 | -0.13 | |
| -0.0640 | -0.39 |
Estimation Period:
Aug 6, 1996 to Dec 29, 2023
Aug 6, 1996 to Dec 29, 2023
News Impact Curve
Volatility Forecasts
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