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Kangde Xin Composite Material Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 28, 2021 at 02:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kangde Xin Composite Material Group Co Ltd S0GARCH
paramt-stat
ω0.93044.56
α0.06623.17
β0.847515.39
γ1-0.2929-0.46
γ20.69730.76
γ3-1.0840-1.72
γ41.87003.13
γ5-3.0847-4.41
γ64.18405.12
γ7-3.4120-5.94
Estimation Period:
Jul 16, 2010 to May 28, 2021
Impact of return on volatility tomorrow
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