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Dongfang Modern Agriculture Holding Group Limited Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 11, 2019 at 06:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Dongfang Modern Agriculture Holding Group Limited SGARCH
paramt-stat
ω1.63992.16
α0.37284.45
β0.04650.43
γ113.59962.02
γ2-23.2579-2.55
γ315.92032.95
γ4-12.8713-2.96
γ516.17993.42
γ6-16.3870-3.73
γ75.90421.49
γ89.82561.60
Estimation Period:
Oct 19, 2015 to Jun 7, 2019
Impact of return on volatility tomorrow
Volatility Forecasts