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V-Lab

Teamax Smart City Technology Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 9, 2021 at 02:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Teamax Smart City Technology Corp Ltd SGARCH
paramt-stat
ω1.27995.20
α0.09898.28
β0.829738.34
γ10.09131.06
γ2-0.2132-1.73
γ30.38624.67
γ4-0.4993-6.55
γ50.33164.25
γ6-0.1262-1.68
γ70.07350.84
γ8-0.0991-0.66
Estimation Period:
Dec 16, 1996 to Apr 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts