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Yinji Entertainment and Media Co Ltd 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 SGARCH
paramt-stat
ω0.80384.00
α0.22056.55
β0.53938.73
γ1-1.6074-2.57
γ21.82122.00
γ30.02630.04
γ4-0.3557-0.51
γ50.45930.69
γ6-0.1556-0.23
γ7-1.3908-2.08
γ82.83673.95
γ9-3.6227-3.49
Estimation Period:
Jul 20, 2007 to Nov 22, 2019
Impact of return on volatility tomorrow
Volatility Forecasts