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V-Lab

Sino Great Wall Co., Ltd. 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. SGARCH
paramt-stat
ω1.01714.24
α0.148111.07
β0.765437.08
γ1-0.1546-1.28
γ20.22921.41
γ3-0.1652-1.45
γ40.19491.86
γ5-0.0759-0.82
γ6-0.1817-2.09
γ70.22782.62
γ80.04830.47
γ9-0.3311-2.18
γ100.51422.39
Estimation Period:
Jun 16, 1992 to Jan 3, 2020
Impact of return on volatility tomorrow
Volatility Forecasts