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Intime Retail Group Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 10, 2017 at 09:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Intime Retail Group Co Ltd SGARCH
paramt-stat
ω0.92582.71
α0.15893.00
β0.793531.67
γ1-0.3562-0.78
γ20.11450.16
γ30.61191.06
γ4-0.8030-1.59
γ50.76881.50
γ60.00730.01
γ7-3.0247-3.77
Estimation Period:
Mar 20, 2007 to May 5, 2017
Impact of return on volatility tomorrow
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