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Aerospace Communications Holding Group Co Ltd 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 SGARCH
paramt-stat
ω1.59754.86
α0.10668.40
β0.827537.97
γ10.02840.44
γ2-0.0456-0.48
γ30.11262.05
γ4-0.1949-4.17
γ50.14063.14
γ6-0.0658-1.28
γ70.13361.97
Estimation Period:
Sep 28, 1993 to Apr 24, 2020
Impact of return on volatility tomorrow
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