PetroChina Company Limited GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1932 | 5.04 | |
| 0.0295 | 2.33 | |
| 0.9439 | 153.92 | |
| 0.0445 | 2.01 |
Estimation Period:
May 15, 2000 to Jun 28, 2024
May 15, 2000 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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