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DongfengSci-Tech Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, July 20, 2020 at 01:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DongfengSci-Tech Group Co Ltd S0GARCH
paramt-stat
ω1.52207.01
α0.16647.90
β0.762027.88
γ10.25372.63
γ2-0.2355-1.48
γ3-0.1895-1.52
γ40.22462.19
γ50.05120.52
γ6-0.1622-1.83
Estimation Period:
Oct 6, 2000 to Jul 17, 2020
Impact of return on volatility tomorrow
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