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Shenzhen Capstone Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 11, 2023 at 01:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Capstone Industrial Co Ltd S0GARCH
paramt-stat
ω3.75262.79
α0.16328.70
β0.821851.28
γ10.31390.72
γ2-0.4262-0.71
γ30.16980.46
γ4-0.0491-0.14
γ50.13780.41
γ6-0.4303-1.46
γ70.77901.89
γ8-2.4738-1.81
γ95.37541.72
γ10-5.1419-1.72
Estimation Period:
Aug 8, 1994 to Jul 7, 2023
Impact of return on volatility tomorrow
Volatility Forecasts