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Myhome Real Estate Development Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 25, 2023 at 01:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Myhome Real Estate Development Group Co Ltd S0GARCH
paramt-stat
ω1.53815.18
α0.11358.09
β0.811833.50
γ10.18362.20
γ2-0.2571-2.16
γ30.23102.70
γ4-0.3529-4.33
γ50.19212.19
γ60.16231.79
γ7-0.3126-2.61
γ80.28612.08
γ9-0.1903-2.03
Estimation Period:
Dec 5, 1996 to May 19, 2023
Impact of return on volatility tomorrow
Volatility Forecasts