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Shenji Group Kunming Machine Tool Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 11, 2018 at 09:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Shenji Group Kunming Machine Tool Co Ltd SGARCH
paramt-stat
ω1.28785.93
α0.12478.23
β0.804434.73
γ10.01100.24
γ2-0.0447-0.63
γ30.12642.47
γ4-0.1839-4.25
γ50.11932.95
γ6-0.0305-0.53
Estimation Period:
Jan 3, 1994 to Jul 6, 2018
Impact of return on volatility tomorrow
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