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Dongyang Engineering & Construction Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongyang Engineering & Construction Corp SGARCH
paramt-stat
ω0.54383.48
α0.08237.63
β0.910274.39
γ1-0.1809-1.19
γ20.27611.18
γ3-0.1489-0.90
γ4-0.0270-0.19
γ50.18201.27
γ6-0.1284-0.57
γ7-0.2752-0.46
γ81.74191.04
Estimation Period:
Jan 3, 1990 to Apr 24, 2014
Impact of return on volatility tomorrow
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