PetroChina Company Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1187 | 3.84 | |
| 0.1589 | 3.94 | |
| 0.1618 | 1.55 | |
| 2.5479 | 3.40 | |
| -2.9099 | -2.57 | |
| 2.2558 | 2.28 | |
| -4.6717 | -4.27 | |
| 5.2949 | 3.51 | |
| -4.2800 | -1.99 | |
| 3.0372 | 1.58 | |
| -3.3174 | -2.86 | |
| 3.5014 | 3.85 | |
| -0.9796 | -0.89 |
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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