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Jiangsu Bicon Pharmaceutical Listed Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 11, 2023 at 01:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jiangsu Bicon Pharmaceutical Listed Co S0GARCH
paramt-stat
ω0.91902.46
α0.11575.55
β0.839032.93
γ10.40380.34
γ2-0.4591-0.28
γ3-0.0365-0.04
γ40.67630.80
γ5-2.3565-3.05
γ63.46372.72
γ7-1.8846-0.91
γ8-0.4197-0.17
γ92.28890.74
γ10-2.9643-1.08
Estimation Period:
May 25, 2010 to Jul 7, 2023
Impact of return on volatility tomorrow
Volatility Forecasts