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Shenyang Commercial City Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 27, 2024 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenyang Commercial City Co Ltd S0GARCH
paramt-stat
ω1.02924.36
α0.08196.80
β0.906571.84
γ10.34481.12
γ2-0.4254-0.74
γ30.02060.04
γ4-0.0045-0.01
γ50.17080.46
γ6-0.2370-0.64
γ70.42570.82
γ8-1.7464-1.25
γ94.15461.27
γ10-4.1326-1.30
Estimation Period:
Dec 26, 2000 to Jun 21, 2024
Impact of return on volatility tomorrow
Volatility Forecasts