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Allied Properties HK Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 14, 2020 at 03:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Allied Properties HK Ltd S0GARCH
paramt-stat
ω1.10012.49
α0.115310.40
β0.871654.20
γ1-0.1217-1.37
γ20.17961.40
γ3-0.1160-1.78
γ40.12842.14
γ5-0.1297-2.22
γ60.07281.25
γ7-0.0006-0.01
Estimation Period:
Jan 1, 1990 to Aug 14, 2020
Impact of return on volatility tomorrow
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