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Shanghai Oriental Pearl Group Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Oriental Pearl Group Co Ltd SGARCH
paramt-stat
ω1.84534.23
α0.10437.01
β0.836537.47
γ1-0.0136-0.04
γ20.19320.38
γ3-0.4110-1.33
γ40.49992.46
γ5-0.3867-2.21
γ60.19651.23
γ7-0.3138-2.11
γ80.41102.46
γ90.09320.44
Estimation Period:
Feb 24, 1994 to Apr 24, 2015
Impact of return on volatility tomorrow
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