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V-Lab

Shunliban Information Service Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 5, 2023 at 01:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shunliban Information Service Co Ltd SGARCH
paramt-stat
ω1.57675.15
α0.09679.16
β0.848746.72
γ10.13351.14
γ2-0.1052-0.62
γ30.02750.26
γ4-0.0762-0.73
γ5-0.0690-0.59
γ60.15571.16
γ7-0.1546-1.05
γ80.30081.79
γ9-0.6079-2.05
γ101.54031.91
Estimation Period:
Oct 4, 1996 to Jun 30, 2023
Impact of return on volatility tomorrow
Volatility Forecasts