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V-Lab

Dalian Dafu Enterprises Holdings Co Ltd 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 ·

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graph of Dalian Dafu Enterprises Holdings Co Ltd SGARCH
paramt-stat
ω1.30996.43
α0.10187.16
β0.812630.90
γ10.07421.20
γ2-0.0707-0.78
γ30.09051.40
γ4-0.2541-3.96
γ50.24203.80
γ6-0.0984-1.52
γ70.01500.15
Estimation Period:
Sep 16, 1996 to Dec 6, 2019
Impact of return on volatility tomorrow
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