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New World China Land Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 6, 2016 at 09:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New World China Land Ltd S0GARCH
paramt-stat
ω1.36834.69
α0.15357.17
β0.754618.96
γ1-0.3667-1.27
γ20.76321.77
γ3-0.8025-2.72
γ40.79632.59
γ5-0.6119-2.24
γ60.11670.44
γ70.40231.15
γ8-0.4011-0.95
γ90.07040.19
Estimation Period:
Jul 16, 1999 to Apr 1, 2016
Impact of return on volatility tomorrow
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