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Yingde Gases Group Co Ltd 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 SGARCH
paramt-stat
ω1.26824.22
α0.18042.70
β0.52022.27
γ12.86481.77
γ2-3.4711-1.33
γ3-0.1791-0.10
γ41.93351.53
γ5-2.9313-2.58
γ64.17213.26
γ7-3.6285-2.07
γ81.18550.55
γ9-0.0230-0.01
Estimation Period:
Oct 8, 2009 to May 2, 2017
Impact of return on volatility tomorrow
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