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Great Wall International ACG Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 20, 2022 at 01:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Great Wall International ACG Co Ltd SGARCH
paramt-stat
ω1.02983.36
α0.09897.73
β0.862245.40
γ10.34761.51
γ2-0.4016-1.22
γ30.00770.03
γ40.14390.62
γ5-0.3249-1.65
γ60.46082.29
γ7-0.4654-2.10
γ80.53011.80
γ9-0.7008-1.42
γ101.68311.54
Estimation Period:
Jun 25, 1999 to May 20, 2022
Impact of return on volatility tomorrow
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