China Mobile Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 10.23 | |
| 0.0488 | 20.21 | |
| 0.9429 | 679.31 | |
| 0.0145 | 3.14 |
Estimation Period:
Oct 22, 1997 to Jan 8, 2021
Oct 22, 1997 to Jan 8, 2021
News Impact Curve
Volatility Forecasts
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