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Zhongtian Financial Group Co Ltd 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 SGARCH
paramt-stat
ω2.00932.64
α0.10926.81
β0.871461.33
γ1-0.1883-0.90
γ20.39151.17
γ3-0.6407-2.54
γ41.17206.07
γ5-1.1094-7.25
γ60.30652.26
γ70.14070.91
γ8-0.1283-0.71
γ90.20171.10
γ10-0.2492-1.04
Estimation Period:
Feb 2, 1994 to May 12, 2023
Impact of return on volatility tomorrow
Volatility Forecasts