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Jiangsu Future Land Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jiangsu Future Land Co Ltd S0GARCH
paramt-stat
ω1.38244.19
α0.10005.92
β0.797521.93
γ1-0.1842-0.63
γ2-0.1625-0.37
γ30.89562.80
γ4-0.8419-3.03
γ50.41531.69
γ6-0.2854-1.31
γ70.28611.56
γ8-0.1458-0.79
γ90.05480.35
Estimation Period:
Oct 16, 1997 to Oct 30, 2015
Impact of return on volatility tomorrow
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