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Allied Electronics Corp Ltd 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

6M ·

1Y ·

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graph of Allied Electronics Corp Ltd SGARCH
paramt-stat
ω1.63813.66
α0.16367.70
β0.656615.57
γ1-0.3934-2.24
γ20.65572.61
γ3-0.3070-1.70
γ40.19151.03
γ5-0.2440-1.37
γ6-0.0671-0.40
γ70.38822.72
γ8-0.2031-1.52
γ9-0.2277-1.11
Estimation Period:
Nov 23, 1994 to Mar 24, 2017
Impact of return on volatility tomorrow
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