CPMC Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 14.31 | |
| 0.3086 | 33.92 | |
| 0.9809 | 634.08 | |
| -0.0241 | -2.93 |
Estimation Period:
Nov 16, 2009 to Apr 18, 2025
Nov 16, 2009 to Apr 18, 2025
News Impact Curve
Volatility Forecasts
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