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Yingde Gases Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 4, 2017 at 09:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Yingde Gases Group Co Ltd S0GARCH
paramt-stat
ω1.01034.10
α0.19132.91
β0.52662.71
γ10.76881.47
γ2-1.2385-1.69
γ30.32870.62
γ40.77981.62
γ5-1.0958-2.01
γ60.53781.22
Estimation Period:
Oct 8, 2009 to May 2, 2017
Impact of return on volatility tomorrow
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