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China Vanke Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 04:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Vanke Co Ltd S0GARCH
paramt-stat
ω0.75683.77
α0.14046.63
β0.675514.77
γ1-0.3132-1.52
γ20.28841.03
γ30.02650.22
γ40.13041.35
γ5-0.1339-1.49
γ6-0.1686-1.93
γ70.29213.12
γ8-0.1363-1.87
Estimation Period:
May 28, 1993 to Nov 7, 2014
Impact of return on volatility tomorrow
Volatility Forecasts