China Power New Energy Development Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8166 | 0.00 | |
| 0.2143 | 0.00 | |
| 0.7857 | 0.00 | |
| -1.7000 | -0.00 | |
| 2.0084 | 0.00 | |
| 9.2001 | 0.00 | |
| -27.0171 | -0.00 | |
| 32.7060 | 0.00 | |
| -21.3490 | -0.00 | |
| 6.6938 | 0.00 | |
| -0.8436 | -0.00 | |
| 0.5340 | 0.00 | |
| -1.1441 | -0.00 |
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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