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Eastern Gold Jade Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 10, 2021 at 02:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eastern Gold Jade Co Ltd S0GARCH
paramt-stat
ω0.97503.74
α0.13208.92
β0.811838.98
γ10.12870.75
γ2-0.3064-1.21
γ30.49582.80
γ4-0.5368-3.32
γ50.21141.43
γ60.02650.19
γ7-0.1150-0.83
γ80.35552.38
γ9-0.4065-3.44
Estimation Period:
Jun 6, 1997 to Mar 5, 2021
Impact of return on volatility tomorrow
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