China Power New Energy Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5529 | 2.16 | |
| 0.2151 | 5.09 | |
| 0.7815 | 20.21 | |
| -6.8240 | -1.25 | |
| 10.6966 | 0.90 | |
| 3.7187 | 0.38 | |
| -22.8931 | -7.48 | |
| 28.4935 | 5.73 | |
| -18.3867 | -4.11 | |
| 5.4864 | 3.03 | |
| -0.3546 | -0.36 | |
| -0.1236 | -0.24 | |
| 0.3409 | 1.26 |
Estimation Period:
Nov 4, 1999 to Jul 7, 2017
Nov 4, 1999 to Jul 7, 2017
News Impact Curve
Volatility Forecasts
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