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Nile Cotton Ginning Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, November 18, 2019 at 07:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nile Cotton Ginning S0GARCH
paramt-stat
ω1.96423.76
α0.36807.65
β0.34054.86
γ12.36283.19
γ2-3.2624-2.36
γ30.26820.25
γ43.50214.37
γ5-5.2559-6.89
γ62.39902.92
γ70.18800.20
γ80.52020.61
γ9-1.1288-1.80
Estimation Period:
Feb 8, 1999 to Nov 14, 2019
Impact of return on volatility tomorrow
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