Aluminum Corp of China Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0764 | 11.90 | |
| 0.7569 | 22.80 | |
| -0.0029 | -0.44 | |
| 0.1377 | 1.44 | |
| 0.0609 | 1.69 | |
| 0.9262 | 21.03 |
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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