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Shanghai Potevio Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 27, 2018 at 09:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Potevio Co Ltd S0GARCH
paramt-stat
ω1.23092.33
α0.09897.68
β0.830236.58
γ10.09300.35
γ2-0.1905-0.54
γ3-0.0592-0.39
γ40.49223.87
γ5-0.4626-3.10
γ60.03120.18
γ70.12560.74
γ80.03580.20
γ9-0.0525-0.32
γ10-0.0456-0.42
Estimation Period:
Oct 20, 1994 to Apr 27, 2018
Impact of return on volatility tomorrow
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