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Dalian Wanda Commercial Properties Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 13, 2016 at 09:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Dalian Wanda Commercial Properties Co Ltd S0GARCH
paramt-stat
ω1.16321.99
α0.63182.75
β0.00000.00
γ1-5.0365-0.06
γ272.38370.59
γ3-120.8539-1.99
γ478.69501.54
γ5-108.7625-1.52
γ6199.96432.31
γ7-189.1364-2.58
γ8100.72971.53
γ9-92.7362-1.33
γ10113.56972.60
Estimation Period:
Dec 23, 2014 to Sep 9, 2016
Impact of return on volatility tomorrow
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