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Sinotrans Air Transportation Development Co Ltd 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 ·

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graph of Sinotrans Air Transportation Development Co Ltd SGARCH
paramt-stat
ω0.74535.26
α0.07835.56
β0.845827.75
γ10.11121.21
γ2-0.1022-0.77
γ3-0.1809-2.24
γ40.37365.10
γ5-0.3864-5.31
γ60.29972.86
Estimation Period:
Dec 28, 2000 to Dec 7, 2018
Impact of return on volatility tomorrow
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