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Dongxu Optoelectronic Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, October 12, 2024 at 08:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dongxu Optoelectronic Technology Co Ltd S0GARCH
paramt-stat
ω0.91496.13
α0.16449.71
β0.730225.97
γ1-0.1147-1.36
γ20.01620.12
γ30.29333.04
γ4-0.3129-3.53
γ50.09460.96
γ60.11260.92
γ7-0.2086-1.62
γ80.28942.57
γ9-0.3805-3.56
γ100.32583.63
Estimation Period:
Jul 8, 1996 to Oct 11, 2024
Impact of return on volatility tomorrow
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