China Housing & Land Development Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8172 | 3.11 | |
| 0.1869 | 5.19 | |
| 0.4894 | 5.64 | |
| 0.5261 | 0.94 | |
| 0.7367 | 0.94 | |
| -3.1862 | -4.37 | |
| 3.5335 | 4.31 | |
| -2.7540 | -3.40 | |
| 2.4294 | 2.87 | |
| -2.7629 | -2.71 | |
| 3.1948 | 4.09 | |
| -2.6690 | -5.70 |
Estimation Period:
Nov 16, 2005 to Feb 18, 2016
Nov 16, 2005 to Feb 18, 2016
News Impact Curve
Volatility Forecasts
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