Skip to main content
V-Lab

Ningbo Sunlight Electrical Appliance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 21, 2022 at 01:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ningbo Sunlight Electrical Appliance Co Ltd S0GARCH
paramt-stat
ω0.99562.34
α0.12696.16
β0.849441.07
γ1-2.0584-1.15
γ23.52711.33
γ3-2.7200-1.37
γ42.53231.33
γ5-2.4790-0.98
γ62.04020.70
γ7-0.6397-0.25
γ8-5.2709-0.98
γ915.44991.25
γ10-16.0266-1.35
Estimation Period:
Sep 10, 2010 to Jun 17, 2022
Impact of return on volatility tomorrow
Volatility Forecasts