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Ingenious Ene-Carbon New Materials Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 17, 2018 at 08:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ingenious Ene-Carbon New Materials Group Co Ltd S0GARCH
paramt-stat
ω1.11894.35
α0.12018.75
β0.786631.49
γ1-0.1159-0.48
γ20.19220.56
γ3-0.2184-1.33
γ40.25742.08
γ5-0.0701-0.59
γ60.01150.11
γ7-0.3097-2.72
γ80.36733.02
γ90.06850.56
γ10-0.3310-3.71
Estimation Period:
May 18, 1993 to Jul 13, 2018
Impact of return on volatility tomorrow
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