CPMC Holdings Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 13.46 | |
| 0.1055 | 15.52 | |
| 0.8808 | 215.78 | |
| 0.0274 | 1.95 |
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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