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China Grand Automotive Services Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 07:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Grand Automotive Services Group Co Ltd S0GARCH
paramt-stat
ω0.84685.23
α0.12418.72
β0.817243.00
γ10.10663.35
γ2-0.2072-4.42
γ30.14704.50
γ4-0.0604-2.14
γ50.02090.99
Estimation Period:
Nov 16, 2000 to Aug 16, 2024
Impact of return on volatility tomorrow
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