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Ningbo Sunlight Electrical Appliance Co Ltd 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 SGARCH
paramt-stat
ω0.78493.97
α0.16926.34
β0.59529.63
γ1-1.6830-1.65
γ23.02132.02
γ3-2.4953-2.49
γ42.41502.81
γ5-2.6413-2.55
γ62.74982.24
γ7-2.2368-2.12
γ81.25271.53
γ9-1.3841-1.26
γ107.16492.26
Estimation Period:
Sep 10, 2010 to Jun 17, 2022
Impact of return on volatility tomorrow
Volatility Forecasts