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Shenhua International Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 22, 2017 at 07:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Shenhua International Ltd S0GARCH
paramt-stat
ω0.06631.58
α0.00000.00
β0.34590.14
γ1-3,770.6800-2.32
γ23,455.20201.45
γ32,769.26301.74
γ4-4,925.3100-2.51
γ53,835.84102.25
γ6-1,837.6150-1.49
γ7756.47370.79
γ8-934.1900-1.33
γ91,225.54601.58
γ10-704.5178-1.22
Estimation Period:
Sep 15, 2009 to Jun 2, 2017
Impact of return on volatility tomorrow
Volatility Forecasts