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Shenzhen Fountain Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, April 27, 2024 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Fountain Corp S0GARCH
paramt-stat
ω0.50163.12
α0.165810.18
β0.773639.03
γ1-0.2677-3.22
γ20.31132.59
γ3-0.0054-0.08
γ4-0.0366-0.70
γ5-0.0818-1.62
γ60.17643.10
γ7-0.1755-2.91
γ80.11892.62
Estimation Period:
Aug 27, 1991 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts