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China Merchants Property Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Merchants Property Development Co Ltd S0GARCH
paramt-stat
ω1.34724.19
α0.14787.95
β0.723520.96
γ10.10960.49
γ2-0.0639-0.20
γ3-0.1560-0.82
γ40.00750.04
γ50.37232.42
γ6-0.2501-1.76
γ7-0.2667-1.92
γ80.31662.38
γ90.01660.12
γ10-0.1224-1.24
Estimation Period:
Jun 7, 1993 to Dec 4, 2015
Impact of return on volatility tomorrow
Volatility Forecasts