Skip to main content
V-Lab

China Power New Energy Development Co Ltd 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 ·

5Y ·

10Y ·

All

graph of China Power New Energy Development Co Ltd SGARCH
paramt-stat
ω0.81660.00
α0.21430.00
β0.78570.00
γ1-1.7000-0.00
γ22.00840.00
γ39.20010.00
γ4-27.0171-0.00
γ532.70600.00
γ6-21.3490-0.00
γ76.69380.00
γ8-0.8436-0.00
γ90.53400.00
γ10-1.1441-0.00
Estimation Period:
Nov 4, 1999 to Jul 7, 2017
Impact of return on volatility tomorrow
Volatility Forecasts