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Wuxi Little Swan Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 7, 2019 at 09:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wuxi Little Swan Co Ltd S0GARCH
paramt-stat
ω0.92756.23
α0.15909.30
β0.694219.49
γ1-0.1896-3.31
γ20.23482.67
γ30.03460.53
γ4-0.1980-3.19
γ50.16422.25
γ6-0.0321-0.40
γ7-0.0177-0.30
Estimation Period:
Jul 18, 1996 to Apr 30, 2019
Impact of return on volatility tomorrow
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