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Sino Great Wall Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, January 6, 2020 at 03:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sino Great Wall Co., Ltd. S0GARCH
paramt-stat
ω1.21974.98
α0.140210.95
β0.800442.77
γ1-0.0091-0.12
γ2-0.0311-0.29
γ30.13622.44
γ4-0.1913-4.23
γ50.14363.40
γ6-0.0394-0.90
γ7-0.0241-0.69
Estimation Period:
Jun 16, 1992 to Jan 3, 2020
Impact of return on volatility tomorrow
Volatility Forecasts