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V-Lab

Kangde Xin Composite Material Group Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 28, 2021 at 02:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kangde Xin Composite Material Group Co Ltd SGARCH
paramt-stat
ω0.92504.62
α0.06363.07
β0.849315.04
γ1-0.2955-0.47
γ20.69720.77
γ3-1.0748-1.73
γ41.84523.14
γ5-3.0149-4.43
γ63.99834.96
γ7-2.8426-3.08
Estimation Period:
Jul 16, 2010 to May 28, 2021
Impact of return on volatility tomorrow
Volatility Forecasts