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ChangjiangRunfa Health Industry Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 17, 2024 at 08:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ChangjiangRunfa Health Industry Co Ltd SGARCH
paramt-stat
ω1.90462.25
α0.400310.27
β0.563934.97
γ10.68240.92
γ2-1.3348-1.29
γ31.20542.39
γ4-1.1623-2.61
γ51.35302.59
γ6-1.4799-2.19
γ71.34801.73
γ8-0.8952-1.13
γ9-6.7217-7.29
Estimation Period:
Jun 18, 2010 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts