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Welling Holding Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 7, 2018 at 10:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Welling Holding Ltd S0GARCH
paramt-stat
ω1.21245.51
α0.09625.06
β0.755416.14
γ10.48513.36
γ2-0.7194-3.31
γ30.28122.02
γ4-0.0849-0.59
γ50.12720.66
γ6-0.2102-1.02
γ70.16621.05
γ8-0.0492-0.38
γ90.04680.32
γ10-0.0588-0.42
Estimation Period:
Dec 20, 1993 to Feb 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts