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Allied Electronics Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, March 28, 2017 at 05:56 PM UTC
Date Range:

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to

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1Y ·

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graph of Allied Electronics Corp Ltd S0GARCH
paramt-stat
ω1.67173.69
α0.16477.73
β0.656315.62
γ1-0.3719-2.12
γ20.62192.47
γ3-0.2858-1.57
γ40.17650.95
γ5-0.2324-1.30
γ6-0.0815-0.49
γ70.41812.99
γ8-0.2755-2.46
γ9-0.0315-0.38
Estimation Period:
Nov 23, 1994 to Mar 24, 2017
Impact of return on volatility tomorrow
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