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Yantai Yuancheng Gold Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 4, 2024 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yantai Yuancheng Gold Co Ltd S0GARCH
paramt-stat
ω1.67733.59
α0.11817.35
β0.872959.29
γ10.09570.43
γ2-0.1241-0.37
γ30.05160.23
γ40.02210.11
γ5-0.1561-0.79
γ60.14880.61
γ70.09880.31
γ8-1.6394-1.25
γ94.47421.34
γ10-4.5342-1.39
Estimation Period:
Oct 28, 1996 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts