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Belle International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 18, 2017 at 09:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Belle International Holdings Ltd S0GARCH
paramt-stat
ω1.16815.16
α0.19274.95
β0.33753.21
γ10.10270.26
γ2-0.6121-1.09
γ30.94612.40
γ4-0.3849-0.86
γ5-0.4836-0.92
γ61.11232.18
γ7-1.2423-2.57
γ80.75931.92
Estimation Period:
May 24, 2007 to Jul 14, 2017
Impact of return on volatility tomorrow
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