Aluminum Corp of China Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 17.39 | |
| 0.1339 | 28.01 | |
| 0.9836 | 939.47 | |
| -0.0006 | -0.18 |
Estimation Period:
Dec 11, 2001 to Mar 31, 2023
Dec 11, 2001 to Mar 31, 2023
News Impact Curve
Volatility Forecasts
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