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Dalian Dafu Enterprises Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 6, 2019 at 03:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dalian Dafu Enterprises Holdings Co Ltd S0GARCH
paramt-stat
ω1.29866.37
α0.10157.15
β0.813231.02
γ10.06891.11
γ2-0.0621-0.69
γ30.08481.31
γ4-0.2500-3.90
γ50.24013.79
γ6-0.1002-1.69
γ70.02620.64
Estimation Period:
Sep 16, 1996 to Dec 6, 2019
Impact of return on volatility tomorrow
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