SORL Auto Parts Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5161 | 9.16 | |
| 0.1234 | 8.74 | |
| 0.8056 | 70.75 | |
| -0.0188 | -0.94 |
Estimation Period:
Jun 13, 2003 to May 8, 2020
Jun 13, 2003 to May 8, 2020
News Impact Curve
Volatility Forecasts
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