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Jiangsu Future Land Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jiangsu Future Land Co Ltd SGARCH
paramt-stat
ω1.41344.51
α0.10065.87
β0.768117.32
γ1-0.0377-0.10
γ2-0.4443-0.73
γ30.97152.30
γ4-0.4973-1.42
γ5-0.1973-0.63
γ60.39301.42
γ7-0.4561-2.01
γ80.57122.74
γ9-0.6452-3.00
γ101.39424.16
Estimation Period:
Oct 16, 1997 to Oct 30, 2015
Impact of return on volatility tomorrow
Volatility Forecasts