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Nuplex Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, September 5, 2016 at 06:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nuplex Industries Ltd S0GARCH
paramt-stat
ω1.02773.27
α0.14004.40
β0.770023.96
γ1-0.0689-1.07
γ20.10461.20
γ3-0.0660-1.71
γ40.08522.26
γ5-0.1096-2.82
γ60.07752.84
Estimation Period:
Jun 15, 1990 to Sep 2, 2016
Impact of return on volatility tomorrow
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