CPMC Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8658 | 3.80 | |
| 0.1949 | 4.44 | |
| 0.6930 | 16.56 | |
| 0.7170 | 1.85 | |
| -1.4546 | -2.48 | |
| 1.6798 | 3.62 | |
| -1.6046 | -3.54 | |
| 1.1954 | 2.76 | |
| -1.1921 | -2.27 | |
| 1.1264 | 2.11 | |
| -0.6541 | -1.69 | |
| -0.2000 | -0.61 | |
| 0.8328 | 3.14 |
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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