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Dongbuka No 12 Ship Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 17, 2020 at 09:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongbuka No 12 Ship Investment Co Ltd S0GARCH
paramt-stat
ω0.96702.81
α0.32597.13
β0.599013.59
γ10.63591.84
γ2-1.4327-3.03
γ31.16273.31
γ4-0.1062-0.24
γ5-1.2687-2.52
γ61.74634.74
Estimation Period:
Sep 12, 2005 to Jun 5, 2020
Impact of return on volatility tomorrow
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