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Dalian Tianbao Green Foods Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, August 10, 2020 at 01:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dalian Tianbao Green Foods Co Ltd S0GARCH
paramt-stat
ω1.94625.57
α0.13515.98
β0.729016.00
γ10.50020.86
γ2-0.8233-0.95
γ30.72361.38
γ4-0.5695-1.15
γ50.42770.81
γ60.09450.16
γ7-1.7497-2.71
γ83.04634.27
γ9-2.7563-3.80
γ101.45282.93
Estimation Period:
Feb 28, 2008 to Aug 7, 2020
Impact of return on volatility tomorrow
Volatility Forecasts