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V-Lab

China CIFCO Investment Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 29, 2024 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China CIFCO Investment Co Ltd SGARCH
paramt-stat
ω0.49426.07
α0.09016.96
β0.831131.53
γ1-0.0002-0.00
γ20.10940.31
γ3-0.1956-0.71
γ4-0.0617-0.25
γ50.28221.63
γ6-0.1541-1.05
γ70.03120.19
γ8-0.0410-0.21
γ9-0.1347-0.44
γ101.30311.57
Estimation Period:
Jul 18, 2000 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts