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Aerospace Communications Holding Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 29, 2020 at 01:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aerospace Communications Holding Group Co Ltd S0GARCH
paramt-stat
ω1.60164.71
α0.10738.66
β0.837743.52
γ10.00010.00
γ20.02620.39
γ30.00230.06
γ4-0.0960-3.07
γ50.12133.71
γ6-0.0714-2.93
Estimation Period:
Sep 28, 1993 to Apr 24, 2020
Impact of return on volatility tomorrow
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