Shanghai Greencourt Investment Group Co Ltd MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0918 | 12.17 | |
| 0.8046 | 123.61 | |
| 0.1151 | 6.68 | |
| 0.0244 | 6.93 | |
| 0.0252 | 7.29 | |
| 0.9749 | 268.41 |
Estimation Period:
Dec 16, 1993 to Jun 2, 2022
Dec 16, 1993 to Jun 2, 2022
News Impact Curve
Volatility Forecasts
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