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Changsheng SSE Market Value 100 Index Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Changsheng SSE Market Value 100 Index Fund S0GARCH
paramt-stat
ω1.06933.73
α0.14802.44
β0.00000.00
γ1-7.7662-0.72
γ224.98901.52
γ3-32.3987-2.91
γ433.32073.43
γ5-34.2790-3.65
γ627.21803.21
γ7-17.1987-3.07
Estimation Period:
May 31, 2013 to Oct 9, 2015
Impact of return on volatility tomorrow
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