China Petroleum & Chemical Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 20.26 | |
| 0.1443 | 28.41 | |
| 0.9868 | 1,286.53 | |
| -0.0105 | -2.18 |
Estimation Period:
Oct 18, 2000 to Sep 2, 2022
Oct 18, 2000 to Sep 2, 2022
News Impact Curve
Volatility Forecasts
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