Shenhua International Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0663 | 1.58 | |
| 0.0000 | 0.00 | |
| 0.3459 | 0.14 | |
| -3,770.6800 | -2.32 | |
| 3,455.2020 | 1.45 | |
| 2,769.2630 | 1.74 | |
| -4,925.3100 | -2.51 | |
| 3,835.8410 | 2.25 | |
| -1,837.6150 | -1.49 | |
| 756.4737 | 0.79 | |
| -934.1900 | -1.33 | |
| 1,225.5460 | 1.58 | |
| -704.5178 | -1.22 |
Estimation Period:
Sep 15, 2009 to Jun 2, 2017
Sep 15, 2009 to Jun 2, 2017
News Impact Curve
Volatility Forecasts
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