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DEA General Aviation Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 15, 2022 at 01:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DEA General Aviation Holding Co Ltd S0GARCH
paramt-stat
ω1.66466.65
α0.22176.40
β0.29972.99
γ1-0.2232-0.31
γ21.20261.05
γ3-0.7494-0.77
γ4-1.3426-1.52
γ52.25562.82
γ6-1.8756-2.19
γ72.40132.92
γ8-4.8831-6.49
γ95.99158.97
γ10-3.7324-7.73
Estimation Period:
Jul 16, 2008 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts