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Northeast Electric Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 17, 2022 at 01:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Northeast Electric Development Co Ltd S0GARCH
paramt-stat
ω1.58223.07
α0.20462.47
β0.718912.57
γ1-0.1016-0.74
γ20.19840.91
γ3-0.1220-0.81
γ40.16021.32
γ5-0.3283-2.67
γ60.22131.70
γ70.13570.88
γ8-0.4043-2.00
γ90.48921.62
γ10-0.3697-1.23
Estimation Period:
Dec 13, 1995 to May 13, 2022
Impact of return on volatility tomorrow
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