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V-Lab

Teamax Smart City Technology Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 9, 2021 at 02:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Teamax Smart City Technology Corp Ltd S0GARCH
paramt-stat
ω1.26305.14
α0.09908.27
β0.828637.91
γ10.08130.94
γ2-0.1969-1.59
γ30.37484.55
γ4-0.4896-6.46
γ50.32274.16
γ6-0.1156-1.58
γ70.05570.81
γ8-0.0586-1.08
Estimation Period:
Dec 16, 1996 to Apr 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts