Huaneng Renewables Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9555 | 4.43 | |
| 0.0421 | 1.74 | |
| 0.8929 | 9.73 | |
| 0.0493 | 0.07 | |
| -0.5438 | -0.51 | |
| 0.8501 | 1.10 | |
| -0.1476 | -0.21 | |
| -1.2451 | -2.03 | |
| 2.3388 | 3.33 | |
| -1.7509 | -1.71 | |
| -1.7800 | -1.34 |
Estimation Period:
Jun 10, 2011 to Feb 14, 2020
Jun 10, 2011 to Feb 14, 2020
News Impact Curve
Volatility Forecasts
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