Huaxin Cement Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3011 | 3.67 | |
| 0.0946 | 7.16 | |
| 0.8399 | 39.13 | |
| 0.0039 | 0.02 | |
| -0.2799 | -1.22 | |
| 0.5566 | 3.98 | |
| -0.3144 | -2.70 | |
| -0.1489 | -1.36 | |
| 0.4154 | 4.03 | |
| -0.4456 | -3.80 | |
| 0.4279 | 2.79 | |
| -0.3173 | -1.83 | |
| -0.0493 | -0.22 |
Estimation Period:
Dec 9, 1994 to Feb 25, 2022
Dec 9, 1994 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
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