Shanghai Potevio Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2335 | 2.34 | |
| 0.0992 | 7.69 | |
| 0.8290 | 36.25 | |
| 0.0985 | 0.37 | |
| -0.1957 | -0.56 | |
| -0.0652 | -0.43 | |
| 0.5058 | 3.99 | |
| -0.4771 | -3.21 | |
| 0.0418 | 0.25 | |
| 0.1197 | 0.70 | |
| 0.0381 | 0.21 | |
| -0.0494 | -0.27 | |
| -0.0658 | -0.27 |
Estimation Period:
Oct 20, 1994 to Apr 27, 2018
Oct 20, 1994 to Apr 27, 2018
News Impact Curve
Volatility Forecasts
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