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China CIFCO Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 29, 2024 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China CIFCO Investment Co Ltd S0GARCH
paramt-stat
ω0.52895.33
α0.07265.93
β0.875838.72
γ10.03830.16
γ20.07110.18
γ3-0.2149-0.67
γ4-0.0225-0.08
γ50.26211.30
γ6-0.2006-1.15
γ70.22391.07
γ8-0.5535-1.76
γ91.04511.94
γ10-1.0242-1.88
Estimation Period:
Jul 18, 2000 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts