China Petroleum & Chemical Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 3.78 | |
| 0.1014 | 17.11 | |
| 0.9926 | 779.13 | |
| -0.0541 | -8.00 |
Estimation Period:
Oct 18, 2000 to Jun 28, 2024
Oct 18, 2000 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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