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Hainan Dadonghai Tourism Centre Holdings Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 28, 2022 at 01:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hainan Dadonghai Tourism Centre Holdings Co Ltd SGARCH
paramt-stat
ω1.48972.85
α0.14378.35
β0.818540.29
γ1-0.1214-0.54
γ20.18510.60
γ3-0.0023-0.01
γ4-0.0778-0.56
γ5-0.0730-0.51
γ60.22141.37
γ7-0.3692-1.74
γ80.65921.90
γ9-0.9934-1.58
γ102.00831.41
Estimation Period:
Oct 8, 1996 to Jun 24, 2022
Impact of return on volatility tomorrow
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