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Shanghai Oriental Pearl Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Oriental Pearl Group Co Ltd S0GARCH
paramt-stat
ω1.97082.95
α0.09827.87
β0.868650.50
γ10.03970.80
γ2-0.0305-0.39
γ30.03470.56
γ4-0.1274-2.50
γ50.12933.62
Estimation Period:
Feb 24, 1994 to Apr 24, 2015
Impact of return on volatility tomorrow
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