Skip to main content
V-Lab

Guangdong Taiantang Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 9, 2024 at 09:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guangdong Taiantang Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω1.19823.69
α0.10576.36
β0.878548.89
γ10.48040.72
γ2-0.7465-0.74
γ30.80880.91
γ4-1.6188-1.64
γ51.93922.27
γ6-1.1188-1.42
γ70.35540.37
γ8-1.3939-0.49
γ94.57260.71
γ10-5.2951-0.85
Estimation Period:
Jun 18, 2010 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts