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Jiangsu Bicon Pharmaceutical Listed Co 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 SGARCH
paramt-stat
ω0.96772.20
α0.12146.33
β0.850538.65
γ10.22510.17
γ2-0.1829-0.10
γ3-0.2603-0.22
γ40.97600.99
γ5-2.8360-3.12
γ64.38373.09
γ7-3.5953-1.61
γ82.72761.05
γ9-4.8306-1.37
γ1012.65951.28
Estimation Period:
May 25, 2010 to Jul 7, 2023
Impact of return on volatility tomorrow
Volatility Forecasts