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Zhongtian Financial Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 18, 2023 at 01:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Zhongtian Financial Group Co Ltd S0GARCH
paramt-stat
ω2.01552.65
α0.10906.80
β0.870860.87
γ1-0.1690-0.81
γ20.35351.07
γ3-0.5976-2.37
γ41.12425.79
γ5-1.0743-7.13
γ60.29052.19
γ70.14610.96
γ8-0.1265-0.71
γ90.19231.16
γ10-0.2272-2.03
Estimation Period:
Feb 2, 1994 to May 12, 2023
Impact of return on volatility tomorrow
Volatility Forecasts