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Doosan Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 5, 2020 at 11:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Doosan Engineering & Construction Co Ltd S0GARCH
paramt-stat
ω0.88045.09
α0.14426.14
β0.812730.98
γ1-0.0036-0.05
γ2-0.1232-1.11
γ30.25673.47
γ4-0.2297-3.44
γ50.16822.21
γ6-0.1044-1.28
γ70.05480.83
Estimation Period:
Jan 30, 1996 to Feb 28, 2020
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