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Zhongxing Tianheng Energy Techology Beijing Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 15, 2022 at 02:03 PM UTC
Date Range:

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to

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1Y ·

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graph of Zhongxing Tianheng Energy Techology Beijing Co Ltd S0GARCH
paramt-stat
ω1.41023.75
α0.10128.46
β0.860953.88
γ1-0.0351-0.21
γ20.03460.14
γ30.03300.22
γ40.02650.21
γ5-0.0200-0.21
γ6-0.2970-2.68
γ70.54273.67
γ8-0.5190-2.90
γ90.51902.41
γ10-0.4477-2.32
Estimation Period:
Apr 25, 1994 to Jun 10, 2022
Impact of return on volatility tomorrow
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