China Petroleum & Chemical Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0701 | 18.12 | |
| 0.0603 | 13.43 | |
| 0.9216 | 388.54 | |
| 0.0088 | 1.11 |
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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