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Ingenious Ene-Carbon New Materials Group Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 17, 2018 at 08:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ingenious Ene-Carbon New Materials Group Co Ltd SGARCH
paramt-stat
ω1.10694.31
α0.12248.77
β0.784931.15
γ1-0.1444-0.59
γ20.24350.70
γ3-0.2606-1.58
γ40.29142.34
γ5-0.0936-0.78
γ60.02160.20
γ7-0.2999-2.66
γ80.32292.74
γ90.18621.40
γ10-0.6627-2.94
Estimation Period:
May 18, 1993 to Jul 13, 2018
Impact of return on volatility tomorrow
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