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Yinji Entertainment and Media Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 28, 2019 at 02:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yinji Entertainment and Media Co Ltd S0GARCH
paramt-stat
ω0.86114.38
α0.16946.23
β0.686613.97
γ1-1.1880-3.07
γ21.69243.00
γ3-0.7430-2.13
γ40.83222.35
γ5-1.2329-3.40
γ61.00593.43
γ7-0.5024-2.42
Estimation Period:
Jul 20, 2007 to Nov 22, 2019
Impact of return on volatility tomorrow
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