V-Lab
V-Lab

E Investment&Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:0.00% (0.00%)

Analysis last updated: Wednesday, March 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of E Investment&Development Co Ltd S0GARCH
paramt-stat
ω22.71080.88
α0.58254.40
β0.4139194.77
γ110.60980.16
γ2-5.1462-0.04
γ33.56320.04
γ4-34.8952-0.48
γ540.51270.44
γ61.70410.02
γ7-64.8230-1.06
γ8120.45374.64
γ9-149.9793-12.88
γ10115.573024.26
Estimation Period:
Nov 1, 2007 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts