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Myhome Real Estate Development Group Co Ltd 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 SGARCH
paramt-stat
ω1.58895.37
α0.11498.29
β0.808132.78
γ10.20552.50
γ2-0.2916-2.49
γ30.25272.98
γ4-0.3665-4.53
γ50.19472.26
γ60.17682.01
γ7-0.3553-3.07
γ80.37702.56
γ9-0.4154-1.98
Estimation Period:
Dec 5, 1996 to May 19, 2023
Impact of return on volatility tomorrow
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