Shanghai Youngsun Investment Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8885 | 5.55 | |
| 0.1062 | 7.17 | |
| 0.8072 | 28.96 | |
| -0.4509 | -5.57 | |
| 0.6629 | 5.31 | |
| -0.2424 | -2.82 | |
| 0.0116 | 0.15 | |
| -0.0400 | -0.47 | |
| 0.3053 | 2.80 |
Estimation Period:
Jul 27, 1995 to Dec 2, 2016
Jul 27, 1995 to Dec 2, 2016
News Impact Curve
Volatility Forecasts
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