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UNY Group Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 26, 2016 at 06:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UNY Group Holdings Co Ltd S0GARCH
paramt-stat
ω1.14296.37
α0.08417.65
β0.863947.73
γ1-0.0736-1.65
γ20.17842.73
γ3-0.1968-4.76
γ40.11542.84
γ50.00760.18
γ6-0.0697-1.76
γ70.05772.05
Estimation Period:
Jan 3, 1990 to Aug 26, 2016
Impact of return on volatility tomorrow
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