China Eastern Airlines Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2279 | 4.51 | |
| 0.0868 | 6.04 | |
| 0.8796 | 47.39 | |
| -0.0407 | -0.53 | |
| -0.0113 | -0.10 | |
| 0.2353 | 3.46 | |
| -0.3916 | -6.36 | |
| 0.3079 | 4.01 | |
| -0.0742 | -0.87 | |
| -0.1212 | -1.35 | |
| 0.3638 | 2.59 |
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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