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Shanghai Eliansy Industry Group Corp ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 12, 2024 at 08:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Eliansy Industry Group Corp ltd S0GARCH
paramt-stat
ω1.67543.73
α0.13129.21
β0.775032.32
γ10.07331.19
γ2-0.1124-1.35
γ30.14853.53
γ4-0.2549-6.82
γ50.22874.76
γ6-0.1025-2.22
γ70.02660.65
γ8-0.0102-0.34
Estimation Period:
Feb 24, 1994 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts