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Distribution and Warehousing Network Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 19, 2019 at 04:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Distribution and Warehousing Network Ltd SGARCH
paramt-stat
ω0.99451.50
α0.09575.50
β0.833626.67
γ10.08050.22
γ2-0.1972-0.44
γ30.10100.62
γ40.09130.58
γ5-0.0755-0.40
γ60.03740.21
γ7-0.0312-0.18
γ8-0.0455-0.22
γ90.70001.83
Estimation Period:
Jan 12, 1990 to Feb 8, 2019
Impact of return on volatility tomorrow
Volatility Forecasts