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NH Investment & Securities Co Ltd/Old Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NH Investment & Securities Co Ltd/Old SGARCH
paramt-stat
ω0.79976.09
α0.12377.71
β0.818239.60
γ1-0.0267-0.53
γ20.15311.99
γ3-0.2837-5.00
γ40.22633.85
γ5-0.0939-1.35
γ6-0.0347-0.42
γ70.17201.15
Estimation Period:
Jan 3, 1990 to Dec 19, 2014
Impact of return on volatility tomorrow
Volatility Forecasts