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Jiangsu Zhongnan Construction Group Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 12, 2024 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jiangsu Zhongnan Construction Group Co Ltd SGARCH
paramt-stat
ω0.85582.89
α0.149510.97
β0.803866.06
γ1-0.0452-0.22
γ20.25870.93
γ3-0.4304-2.12
γ40.22761.02
γ50.06280.35
γ6-0.1988-1.22
γ70.24791.59
γ8-0.0506-0.35
γ9-1.3327-5.14
Estimation Period:
Mar 1, 2000 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts