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Sinotrans Air Transportation Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 12, 2018 at 08:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sinotrans Air Transportation Development Co Ltd S0GARCH
paramt-stat
ω0.74755.41
α0.07955.08
β0.830023.33
γ10.15350.97
γ2-0.1219-0.50
γ3-0.0733-0.39
γ4-0.1397-0.85
γ50.36172.54
γ6-0.1398-0.98
γ7-0.2874-1.99
γ80.40953.84
Estimation Period:
Dec 28, 2000 to Dec 7, 2018
Impact of return on volatility tomorrow
Volatility Forecasts