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Great Wall International ACG Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 20, 2022 at 01:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Great Wall International ACG Co Ltd S0GARCH
paramt-stat
ω0.98573.67
α0.11376.53
β0.817629.24
γ10.27241.90
γ2-0.3792-1.95
γ30.19601.98
γ4-0.2667-2.91
γ50.36243.20
γ6-0.3715-2.41
γ70.46012.15
γ8-0.4399-2.19
Estimation Period:
Jun 25, 1999 to May 20, 2022
Impact of return on volatility tomorrow
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