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Neoglory Prosperity Inc 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 SGARCH
paramt-stat
ω0.93502.87
α0.10775.54
β0.865540.12
γ1-1.0526-1.64
γ21.63071.78
γ3-0.7764-1.38
γ40.29110.53
γ5-0.0621-0.10
γ6-0.6036-0.79
γ71.95431.92
γ8-4.7239-1.68
γ912.34531.34
Estimation Period:
Aug 8, 2007 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts