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National Co For Maize Products Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 17, 2019 at 07:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of National Co For Maize Products S0GARCH
paramt-stat
ω1.64134.20
α0.21435.18
β0.55628.92
γ10.35850.50
γ2-0.2489-0.25
γ30.14000.19
γ4-0.5969-0.62
γ50.57830.59
γ60.08900.12
γ7-0.6768-1.25
Estimation Period:
Nov 2, 2007 to Jun 27, 2019
Impact of return on volatility tomorrow
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