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China Ocean Industry Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 31, 2021 at 03:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Ocean Industry Group Ltd S0GARCH
paramt-stat
ω4.43821.51
α0.44682.10
β0.37627.36
γ11.77603.26
γ2-2.7857-3.61
γ31.80263.13
γ4-1.2152-1.89
γ50.58411.11
γ6-0.5522-1.23
γ71.43542.50
γ8-1.8452-3.76
γ90.92964.10
Estimation Period:
Jan 2, 2007 to Mar 26, 2021
Impact of return on volatility tomorrow
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