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Amalgamated Electronic Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 25, 2016 at 06:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amalgamated Electronic Corp Ltd S0GARCH
paramt-stat
ω1.63052.18
α0.15125.51
β0.780320.35
γ12.42512.76
γ2-3.7814-3.19
γ30.22680.19
γ43.80942.53
γ5-5.0636-4.38
γ64.04374.77
γ7-2.4302-2.91
γ81.09781.47
γ9-0.4057-0.90
Estimation Period:
Jul 9, 1998 to Oct 21, 2016
Impact of return on volatility tomorrow
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