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National Cement Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, February 5, 2018 at 01:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Cement S0GARCH
paramt-stat
ω1.18675.54
α0.21649.82
β0.609016.02
γ1-0.1061-1.23
γ20.18311.53
γ3-0.0767-1.11
γ40.04290.62
γ5-0.1658-2.06
γ60.25343.03
γ7-0.1903-3.33
Estimation Period:
Sep 30, 1996 to Feb 1, 2018
Impact of return on volatility tomorrow
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