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Shenzhen Capstone Industrial Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 11, 2023 at 01:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenzhen Capstone Industrial Co Ltd SGARCH
paramt-stat
ω2.03512.77
α0.17059.04
β0.711521.97
γ10.45091.80
γ2-0.6160-1.77
γ30.17470.85
γ40.10310.53
γ5-0.0959-0.51
γ6-0.1347-0.91
γ70.16921.10
γ80.12960.62
γ9-0.8492-2.62
γ102.66873.32
Estimation Period:
Aug 8, 1994 to Jul 7, 2023
Impact of return on volatility tomorrow
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