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Tianjin Good Hand Railway Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tianjin Good Hand Railway Holding Co Ltd S0GARCH
paramt-stat
ω2.32824.50
α0.12267.77
β0.774323.59
γ10.31072.68
γ2-0.3428-2.06
γ30.06610.60
γ40.05850.57
γ5-0.3005-3.09
γ60.29163.20
γ7-0.0655-0.97
Estimation Period:
Mar 20, 1996 to Jul 10, 2015
Impact of return on volatility tomorrow
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