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Lvjing Holding Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 24, 2022 at 01:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lvjing Holding Co Ltd SGARCH
paramt-stat
ω0.68792.56
α0.12187.70
β0.789829.13
γ1-0.2247-1.22
γ20.24641.01
γ3-0.0517-0.55
γ40.22113.25
γ5-0.3902-6.12
γ60.27094.15
γ7-0.0656-0.79
γ8-0.1338-0.86
γ90.76221.63
Estimation Period:
Nov 23, 1992 to Jun 24, 2022
Impact of return on volatility tomorrow
Volatility Forecasts