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Yingkou Port Liability Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 14, 2021 at 03:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yingkou Port Liability Co Ltd S0GARCH
paramt-stat
ω0.72704.90
α0.15455.03
β0.704014.65
γ1-0.1090-0.54
γ20.21810.78
γ3-0.1655-1.05
γ4-0.1714-1.07
γ50.43852.36
γ6-0.0878-0.44
γ7-0.4547-2.01
γ80.55521.99
γ9-0.2596-1.24
Estimation Period:
Jan 31, 2002 to Jan 8, 2021
Impact of return on volatility tomorrow
Volatility Forecasts