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Shenzhen Chiwan Petroleum Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 9, 2018 at 08:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Chiwan Petroleum SGARCH
paramt-stat
ω1.23704.68
α0.17107.80
β0.676617.16
γ1-0.0591-0.47
γ2-0.0721-0.42
γ30.28762.97
γ4-0.1156-1.02
γ5-0.1907-1.56
γ60.24582.07
γ7-0.0620-0.46
γ8-0.3239-1.37
Estimation Period:
Jul 28, 1995 to May 4, 2018
Impact of return on volatility tomorrow
Volatility Forecasts