China Petroleum & Chemical Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0715 | 18.72 | |
| 0.8604 | 113.16 | |
| 0.0136 | 3.14 | |
| 0.0582 | 4.98 | |
| 0.0549 | 4.23 | |
| 0.9321 | 60.23 |
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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