China Eastern Airlines Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2375 | 4.24 | |
| 0.0777 | 4.58 | |
| 0.8978 | 40.24 | |
| -0.0477 | -0.58 | |
| -0.0034 | -0.03 | |
| 0.2372 | 3.16 | |
| -0.4041 | -5.79 | |
| 0.3423 | 3.90 | |
| -0.1496 | -1.52 | |
| 0.0336 | 0.32 | |
| -0.0153 | -0.19 |
Estimation Period:
Feb 4, 1997 to Jun 28, 2024
Feb 4, 1997 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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