Skip to main content
V-Lab

Shenzhen Universe Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 08:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Universe Group Co Ltd S0GARCH
paramt-stat
ω1.08167.28
α0.21269.92
β0.660222.10
γ1-0.0598-1.31
γ20.08411.21
γ30.01000.25
γ4-0.1123-4.13
γ50.15275.47
γ6-0.1396-4.91
γ70.09994.70
Estimation Period:
Apr 29, 1993 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts