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DEA General Aviation Holding Co Ltd 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 SGARCH
paramt-stat
ω1.66056.64
α0.22216.41
β0.29862.98
γ1-0.2446-0.34
γ21.23271.07
γ3-0.7553-0.78
γ4-1.3588-1.54
γ52.28882.86
γ6-1.9177-2.23
γ72.44852.97
γ8-4.9403-6.48
γ96.07638.01
γ10-3.9206-3.35
Estimation Period:
Jul 16, 2008 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts