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Yingkou Port Liability Co Ltd 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 SGARCH
paramt-stat
ω0.72564.73
α0.15205.01
β0.703214.44
γ1-0.1217-0.51
γ20.21910.68
γ3-0.1037-0.55
γ4-0.1552-0.78
γ50.00440.02
γ60.69633.06
γ7-0.9508-3.95
γ80.43961.57
γ90.08640.24
γ10-0.2506-0.60
Estimation Period:
Jan 31, 2002 to Jan 8, 2021
Impact of return on volatility tomorrow
Volatility Forecasts