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V-Lab

Zhonghong Holding Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 27, 2018 at 09:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Zhonghong Holding Co Ltd SGARCH
paramt-stat
ω0.64504.40
α0.18147.01
β0.613311.46
γ10.00690.03
γ20.13950.47
γ3-0.3121-2.01
γ40.19241.59
γ5-0.0718-0.61
γ60.16171.28
γ7-0.4938-3.64
γ81.47917.27
Estimation Period:
Jun 16, 2000 to Dec 24, 2018
Impact of return on volatility tomorrow
Volatility Forecasts