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V-Lab

Guangdong Chaohua Technology Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, August 21, 2024 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guangdong Chaohua Technology Co Ltd SGARCH
paramt-stat
ω2.14482.65
α0.410310.26
β0.531242.60
γ10.20800.41
γ2-0.2231-0.31
γ3-0.1800-0.37
γ40.62331.42
γ5-1.0830-2.18
γ61.49522.64
γ7-1.4315-2.84
γ80.55901.10
γ90.38630.59
γ10-10.7071-11.49
Estimation Period:
Sep 3, 2009 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts