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Neoglory Prosperity Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 22, 2022 at 01:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Neoglory Prosperity Inc S0GARCH
paramt-stat
ω0.97252.63
α0.10094.08
β0.885833.40
γ1-1.4181-1.56
γ22.02141.52
γ3-0.6498-0.69
γ4-0.0833-0.08
γ50.42620.42
γ6-1.0258-0.89
γ71.55770.77
γ8-4.1340-1.01
γ910.56951.12
γ10-11.4081-1.22
Estimation Period:
Aug 8, 2007 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts