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V-Lab

Oceanwide Holdings Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 27, 2023 at 02:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oceanwide Holdings Co Ltd SGARCH
paramt-stat
ω1.52622.43
α0.10388.93
β0.847955.18
γ1-0.0251-0.31
γ20.02880.29
γ30.10861.97
γ4-0.2470-4.26
γ50.19193.23
γ6-0.1110-1.59
γ70.18082.38
γ8-0.2976-2.54
Estimation Period:
Sep 12, 1994 to Dec 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts