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Mingsheng Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 6, 2024 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mingsheng Holdings Co Ltd S0GARCH
paramt-stat
ω1.36196.46
α0.20294.43
β0.640110.19
γ10.05490.66
γ2-0.1179-0.88
γ30.26743.23
γ4-0.4439-6.28
γ50.34314.49
γ6-0.1013-1.45
γ7-0.0234-0.36
γ80.03110.48
γ9-0.0078-0.15
Estimation Period:
Jul 19, 1996 to May 31, 2024
Impact of return on volatility tomorrow
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