Skip to main content
V-Lab

Dalian Tianbao Green Foods Co Ltd 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 SGARCH
paramt-stat
ω1.95325.75
α0.13165.65
β0.722214.27
γ10.53830.95
γ2-0.8836-1.06
γ30.76031.50
γ4-0.5908-1.23
γ50.43240.85
γ60.12660.22
γ7-1.8632-2.95
γ83.30024.55
γ9-3.3199-4.21
γ103.10443.49
Estimation Period:
Feb 28, 2008 to Aug 7, 2020
Impact of return on volatility tomorrow
Volatility Forecasts