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Jingwei Textile Machinery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 31, 2023 at 01:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jingwei Textile Machinery Co Ltd S0GARCH
paramt-stat
ω1.04444.59
α0.07646.75
β0.884844.94
γ1-0.1025-2.01
γ20.23583.30
γ3-0.2336-5.07
γ40.12842.78
γ5-0.0370-0.86
γ60.01990.60
Estimation Period:
Dec 10, 1996 to Aug 25, 2023
Impact of return on volatility tomorrow
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