China Housing & Land Development Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7801 | 3.16 | |
| 0.1751 | 4.83 | |
| 0.4761 | 4.88 | |
| 0.5239 | 0.95 | |
| 0.7381 | 0.96 | |
| -3.2101 | -4.56 | |
| 3.6120 | 4.51 | |
| -2.8992 | -3.60 | |
| 2.6903 | 3.23 | |
| -3.3016 | -3.41 | |
| 4.4029 | 5.98 | |
| -5.8691 | -6.33 |
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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