CPMC Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0649 | 2.98 | |
| 0.4656 | 45.19 | |
| 0.5311 | 51.47 | |
| 0.6510 | 1.03 | |
| -1.5281 | -1.70 | |
| 2.0444 | 3.41 | |
| -2.0269 | -3.63 | |
| 1.5385 | 3.12 | |
| -1.4636 | -2.59 | |
| 1.4206 | 2.41 | |
| -1.1816 | -2.65 | |
| 1.1275 | 2.58 | |
| -15.9631 | -21.45 |
Estimation Period:
Nov 16, 2009 to Apr 18, 2025
Nov 16, 2009 to Apr 18, 2025
News Impact Curve
Volatility Forecasts
Other CPMC Holdings Ltd Analyses
Other Spline-GARCH Analyses on International Equities