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China Power New Energy Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 11, 2017 at 09:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of China Power New Energy Development Co Ltd S0GARCH
paramt-stat
ω1.55292.16
α0.21515.09
β0.781520.21
γ1-6.8240-1.25
γ210.69660.90
γ33.71870.38
γ4-22.8931-7.48
γ528.49355.73
γ6-18.3867-4.11
γ75.48643.03
γ8-0.3546-0.36
γ9-0.1236-0.24
γ100.34091.26
Estimation Period:
Nov 4, 1999 to Jul 7, 2017
Impact of return on volatility tomorrow
Volatility Forecasts