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Bloomage BioTechnology Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 18, 2017 at 09:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bloomage BioTechnology Corp Ltd SGARCH
paramt-stat
ω1.98934.30
α0.13424.70
β0.68878.39
γ1-0.8046-0.56
γ21.64800.67
γ3-1.1193-0.50
γ4-0.3044-0.13
γ53.33101.51
γ6-5.7955-3.46
γ74.74963.33
γ8-2.9493-2.13
γ91.46991.06
γ100.10530.05
Estimation Period:
Oct 3, 2008 to Oct 13, 2017
Impact of return on volatility tomorrow
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