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NH Investment & Securities Co Ltd/Old Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:26 AM UTC
Date Range:

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graph of NH Investment & Securities Co Ltd/Old S0GARCH
paramt-stat
ω0.91316.47
α0.12167.76
β0.833544.55
γ10.05301.55
γ2-0.0233-0.44
γ3-0.1132-2.57
γ40.13802.74
γ5-0.1297-2.85
γ60.13524.73
Estimation Period:
Jan 3, 1990 to Dec 19, 2014
Impact of return on volatility tomorrow
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