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Mingsheng Holdings Co Ltd 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 SGARCH
paramt-stat
ω1.40666.60
α0.20234.50
β0.642310.40
γ10.07670.92
γ2-0.1531-1.14
γ30.29143.54
γ4-0.4623-6.55
γ50.35564.64
γ6-0.1081-1.53
γ7-0.0217-0.32
γ80.03410.43
γ9-0.0179-0.16
Estimation Period:
Jul 19, 1996 to May 31, 2024
Impact of return on volatility tomorrow
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