China Petroleum & Chemical Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1320 | 4.56 | |
| 0.0279 | 4.99 | |
| 0.9320 | 308.00 | |
| 0.0692 | 6.58 |
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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