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Northeast Electric Development Co Ltd 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 ·

5Y ·

10Y ·

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graph of Northeast Electric Development Co Ltd SGARCH
paramt-stat
ω1.41024.69
α0.11769.89
β0.814937.00
γ1-0.0873-0.66
γ20.18250.89
γ3-0.1317-0.94
γ40.19081.67
γ5-0.3692-3.12
γ60.28162.25
γ70.00250.02
γ8-0.0966-0.54
γ9-0.2155-0.77
γ101.32601.78
Estimation Period:
Dec 13, 1995 to May 13, 2022
Impact of return on volatility tomorrow
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