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V-Lab

Wuxi Little Swan Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 7, 2019 at 08:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wuxi Little Swan Co Ltd SGARCH
paramt-stat
ω1.08206.29
α0.07506.52
β0.862738.79
γ10.08991.26
γ2-0.0409-0.38
γ3-0.0605-0.85
γ4-0.0883-1.37
γ50.19782.91
γ6-0.1876-2.49
γ70.26982.74
Estimation Period:
Mar 28, 1997 to Apr 30, 2019
Impact of return on volatility tomorrow
Volatility Forecasts